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Primer of Probability Theory

In: Numerical Methods for Extreme Responses of Dynamical Systems

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  • Mircea D. Grigoriu

    (Cornell University)

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.

Suggested Citation

  • Mircea D. Grigoriu, 2025. "Primer of Probability Theory," Springer Books, in: Numerical Methods for Extreme Responses of Dynamical Systems, chapter 0, pages 7-55, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-75023-6_2
    DOI: 10.1007/978-3-031-75023-6_2
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