**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 ...

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