Foundation Of Probability Theory

Foundations of Constructive Probability Theory

Using Bishop's work on constructive analysis as a framework, this monograph gives a systematic, detailed and general constructive theory of probability theory and stochastic processes. It is the first extended account of this theory: almost all of the constructive existence and continuity theorems that permeate the book are original. It also contains results and methods hitherto unknown in the constructive and nonconstructive settings. The text features logic only in the common sense and, beyond a certain mathematical maturity, requires no prior training in either constructive mathematics or probability theory. It will thus be accessible and of interest, both to probabilists interested in the foundations of their speciality and to constructive mathematicians who wish to see Bishop's theory applied to a particular field.

Foundations of Modern Probability

Foundations of the Theory of Probability

This famous little book remains a foundational text for the understanding of probability theory, important both to students beginning a serious study of probability and to historians of modern mathematics. 1956 second edition.