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Integration theory and random variables

 

Title: Integration theory and random variables
Author: Stefan Richter
Submission date: 2004-11-19
Abstract: Lebesgue-style integration plays a major role in advanced probability. We formalize concepts of elementary measure theory, real-valued random variables as Borel-measurable functions, and a stepwise inductive definition of the integral itself. All proofs are carried out in human readable style using the Isar language.

 

$Date: 2008/06/10 11:13:39 $, $Revision: 1.1 $