Fundamentals

The mathematical field of Probability Theory and Stochastic Processes deals with the analysis of uncertain events and processes. This series summarizes the required fundamentals used in later articles.

• Probability Spaces and Random Variables

• Conditional Probabilities

• Expectation, Variance, Higher Order Moments

• Distribution Functions

  • Normal Distribution

• Stochastic Independence

• Characteristic Functions

• Central Limit Theorem

• Large Deviation Theory

• Extreme Values

• Stochastic Processes

  • Markov Process

  • Example of Markov Processes

  • Levy Process

• Stochastic Differential Equations

Authors of Overview Page

Annette Möller, Kainat Khowaja