Synopses & Reviews
Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure convergence. Short expositions of more advanced topics such as Markov Chains, Stochastic Processes, Bayesian Decision Theory and Information Theory.
Table of Contents
Preface.- Abbreviations and Notations.- Basic Concepts and Elementary Models.- Discrete Probability.- Probability Densities.- Gaus and Poisson.- Convergences.- Additional Exercises.- Solutions to Additional Exercises.- Index.