**Mathematical Foundations of Probability Theory**

by Gane Samb Lo

**Publisher**: arXiv.org 2018**Number of pages**: 378

**Description**:

The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and constitutes a firm preparation to the study of Random Analysis and Stochastic processes.

Download or read it online for free here:

**Download link**

(1.8MB, PDF)

## Similar books

**Probability Course**

by

**Gian-Carlo Rota**-

**David Ellerman**

In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.

(

**5812**views)

**Exposition of the Theory of Chances and Probabilities**

by

**A. A. Cournot**-

**arXiv.org**

I aim to make accessible the rules of the calculus of probability to those, unacquainted with the higher chapters of mathematics. The reading of my book will not require any other knowledge except elementary algebra, or even algebraic notation.

(

**2976**views)

**Introduction to Stochastic Analysis**

by

**Michael Roeckner**-

**Universitaet Bielefeld**

From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.

(

**8946**views)

**Extracting Information from Random Data**

by

**Pawel J. Szablowski**-

**arXiv**

We formulate conditions for convergence of Laws of Large Numbers and show its links with of parts mathematical analysis such as summation theory, convergence of orthogonal series. We present also various applications of Law of Large Numbers.

(

**4247**views)