Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event.
Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion).
Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability theory describing such behaviour are the law of large numbers and the central limit theorem.
As a mathematical foundation for statistics, probability theory is essential to many human activities that involve quantitative analysis of data. Methods of probability theory also apply to descriptions of complex systems given only partial knowledge of their state, as in statistical mechanics or sequential estimation. A great discovery of twentieth-century physics was the probabilistic nature of physical phenomena at atomic scales, described in quantum mechanics.
History of probability
The modern mathematical theory of probability has its roots in attempts to analyze games of chance by Gerolamo Cardano in the sixteenth century, and by Pierre de Fermat and Blaise Pascal in the seventeenth century (for example the "problem of points"). Christiaan Huygens published a book on the subject in 1657. In the 19th century, what is considered the classical definition of probability was completed by Pierre Laplace.
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Ce cours donne les connaissances fondamentales liées aux fonctions trigonométriques, logarithmiques et exponentielles. La présentation des concepts et des propositions est soutenue par une grande gamm
Ce cours donne les connaissances fondamentales liées aux fonctions trigonométriques, logarithmiques et exponentielles. La présentation des concepts et des propositions est soutenue par une grande gamm
In probability theory, a random measure is a measure-valued random element. Random measures are for example used in the theory of random processes, where they form many important point processes such as Poisson point processes and Cox processes. Random measures can be defined as transition kernels or as random elements. Both definitions are equivalent. For the definitions, let be a separable complete metric space and let be its Borel -algebra. (The most common example of a separable complete metric space is ) A random measure is a (a.
In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical probability distributions. A Lévy process may thus be viewed as the continuous-time analog of a random walk.
A compound Poisson process is a continuous-time stochastic process with jumps. The jumps arrive randomly according to a Poisson process and the size of the jumps is also random, with a specified probability distribution. To be precise, a compound Poisson process, parameterised by a rate and jump size distribution G, is a process given by where, is the counting variable of a Poisson process with rate , and are independent and identically distributed random variables, with distribution function G, which are also independent of When are non-negative integer-valued random variables, then this compound Poisson process is known as a stuttering Poisson process.
A basic course in probability and statistics
Discrete mathematics is a discipline with applications to almost all areas of study. It provides a set of indispensable tools to computer science in particular. This course reviews (familiar) topics a
Introduction à la théorie des martingales à temps discret, en particulier aux théorèmes de convergence et d'arrêt. Application aux processus de branchement. Introduction au mouvement brownien et étude
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space.
Mathematical statistics is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques which are used for this include mathematical analysis, linear algebra, stochastic analysis, differential equations, and measure theory. Statistical data collection is concerned with the planning of studies, especially with the design of randomized experiments and with the planning of surveys using random sampling.
In probability theory and related fields, a stochastic (stəˈkæstɪk) or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule.
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