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  3. Random Variables and Probability Distributions
  • Cited by 170
Publisher:
Cambridge University Press
Online publication date:
September 2009
Print publication year:
1970
Online ISBN:
9780511470936
DOI:
https://doi.org/10.1017/CBO9780511470936
Subjects:
Mathematics (general), Mathematics, Abstract Analysis, Probability Theory and Stochastic Processes, Statistics and Probability
Series:
Cambridge Tracts in Mathematics (36)
Information

Book description

This tract develops the purely mathematical side of the theory of probability, without reference to any applications. When originally published, it was one of the earliest works in the field built on the axiomatic foundations introduced by A. Kolmogoroff in his book Grundbegriffe der Wahrscheinlichkeitsrechnung, thus treating the subject as a branch of the theory of completely additive set functions. The author restricts himself to a consideration of probability distributions in spaces of a finite number of dimensions, and to problems connected with the Central Limit Theorem and some of its generalizations and modifications. In this edition the chapter on Liapounoff's theorem has been partly rewritten, and now includes a proof of the important inequality due to Berry and Esseen. The terminology has been modernized, and several minor changes have been made.

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