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Probability Theory

  • Stephen S. -T. Yau,
  • Xiuqiong Chen,
  • Xiaopei Jiao,
  • Jiayi Kang,
  • Zeju Sun,
  • Yangtianze Tao

摘要

In this chapter, we will introduce some basic concepts and conclusions about measure theoretical foundations of probability theory. The purpose of this chapter is to provide a background for readers who are not familiar with measure theory and probability theory before. We only introduce those topics to readers that are highly relative and necessary to subsequent chapters.