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www.encyclopediaofmath.org | ||
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almostsuremath.com
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| | | | | The aim of this post is to motivate the idea of representing probability spaces as states on a commutative algebra. We will consider how this abstract construction relates directly to classical probabilities. In the standard axiomatization of probability theory, due to Kolmogorov, the central construct is a probability space $latex {(\Omega,\mathcal F,{\mathbb P})}&fg=000000$. This consists... | |
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jmanton.wordpress.com
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| | | | | If $latex Y$ is a $latex \sigma(X)$-measurable random variable then there exists a Borel-measurable function $latex f \colon \mathbb{R} \rightarrow \mathbb{R}$ such that $latex Y = f(X)$. The standard proof of this fact leaves several questions unanswered. This note explains what goes wrong when attempting a "direct" proof. It also explains how the standard proof... | |
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ncatlab.org
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dsyme.home.blog
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| | | This is an archive of https://blogs.msdn.com/dsyme, my old blog | ||
