Ebook: Radically elementary probability theory
Author: Edward Nelson
- Genre: Mathematics // Probability
- Tags: Математика, Теория вероятностей и математическая статистика, Теория вероятностей
- Series: AM-117
- Year: 1987
- Publisher: Princeton University Press
- Language: English
- pdf
This work is an attempt to lay new foundations for probability theory, using a tiny bit of nonstandard analysis. The matematical background required is little more than that which is taught in high school, and it is my hope that it will make deep results from modern theory of stochastic processes readily available to anyone who can add, multiply, and reason.
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