Probability Theory With Applications

Probability Theory With Applications

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The main purpose of this book is to: (i) give a systematic introduction to Probability Theory and Stochastic Processes; (ii) present an outline of possible applications of these theories, accompanied by descriptive concrete examples; and (iii) to provide extensive (however, not exhaustive) references of other books in these areas, thereby giving the reader opportunity to complete his/her knowledge of the subjects considered. The material in the text proceeds from simple set theory, simple random experiments, concepts of probability and probability distributions, functions of random variables, ...