Handbook of Probability

Index

λ-system

Algebra

Almost sure convergence

Bayes

Bernoulli

Bernstein inequality

Beta

distribution

function

integral

random variable

Binomial

distribution

negative binomial

random variable

Borel-Cantelli

Cauchy distribution

Central limit theorem

history

Characteristic function

calculations

Chi square distribution

non central chi square distribution

Cholesky decomposition

Cochran theorem

Conditional probability

Continuity correction when applying CLT

Convergence relations

Skorohod representation theorem

Slutsky's theorem

weak and probability

Convergence types

almost sure convergence

almost uniform convergence

convergence in L^p

convergence in probability

pointwise convergence

relation between types

uniform convergence

weak convergence

Convolution

Cumulative distribution function

Density

function of random variable

Derivation under the integral

Egorov theorem

Eigenvalues

Eigenvectors

Estimating integrals using CLT

Exponential

double exponential distribution

exponential distribution

exponential random variable

Fatou

Fourier

inversion theorem

transform

Gamma

distribution

function

integral

inverse distribution

random variable

Gaussian

distribution

random variable

uncorrelated componenets and independence

vector

vector density

Generating function

Geometric

distribution

random variable

Hypergeometric

distribution

Importance sampling, xi

adaptive importance sampling

Kolmogorov

inequality

truncation lemma

zero-one law

Kronecker's lemma