A Appendix A Probability theoretical methods
In this appendix we will briefly describe probability theory and methods that will be used throughout the book. For a more complete treatment of probability theory, see any standard textbook on probability theory, such as [Fel68].
A.1 Probabilities and distributions
The main concept in probability theory is that of a probability space or an ensemble. The probability space consists of different objects or events, each of which has a measure – probability – assigned to it.
When each event is assigned a number, this number is termed a random variable. The random variable can be either discrete, in which ...