Probability Theory Preliminaries
Chen Han-Fu, Lei Guo · Systems & control · 1991
In this chapter we introduce the main concepts and some basic results of probability theory for convenience of reference. They are presented mostly without proof, but are explained by examples for those who are not familiar with measure-theory-based probability theory. For detailed material we refer readers to standard texts, for example, [Do], [Chu2], [Lo], [CT] and [Sh].