Description
Written by the founder of the Hungarian Probability Theory School, this introductory text is based on the author's extensive teaching experience. It features well-chosen problems and exercises that illustrate algebras of events, discrete random variables, characteristic functions, and limit theorems. An extensive appendix introduces information theory. This introductory text features well-chosen problems and exercises that illustrate the algebras of events, discrete random variables, characteristic functions, and limit theorems. Prerequisites include knowledge of differential and integral calculus as well as the theory of real and complex functions. An extensive appendix introduces information theory. 1970 edition.