Primer of Probability Theory

Mircea D. Grigoriu
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Mircea D. Grigoriu: Cornell University

Chapter Chapter 2 in Numerical Methods for Extreme Responses of Dynamical Systems, 2025, pp 7-55 from Springer

Abstract: Abstract Probability space, independence, random variables and vectors, distribution, expectation, characteristic function and convergence of sequences of events and random elements are reviewed and illustrated by examples. The review emphasizes concepts that are used in the subsequent chapters of the book. The readers familiar with basic probabilistic concepts may find useful to read the sections on induced probability measures and Hermite polynomials for random variables and vectors.

Keywords: Events; Expectation; Density; Distribution; Independence; Probability measure; Sample space; σ $$\sigma $$ -field (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/978-3-031-75023-6_2

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