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Some Proofs I Did While Reading the Book “Foundations of Modern Probability”

Today I suddenly noticed that in my computer, I still kept this PDF file of some proofs I did (in year 2002 and 2003) for supplementing some details or steps that made me get stuck when I read the first 5 chapters of the book Foundations of Modern Probability written by Professor Olav Kallenberg. I fount it was interesting to look at what I read in the past and sort of made me recall the days in the first year when I came here.

This book is also sold on Amazon.com. It’s a super excellent reference book for a new graduate student to start learning Probability even though some proofs are really painful to read. Unfortunately, I lost some of what I wrote, so this PDF file only includes some details I wrote for chapters 4, 5 and 6. I was too lazy to keep up with this typing work later on. Some proofs were not written in strict mathematical sense, but I still hope it could help someone who just started reading this book and learning Probability Theory on the entry level. Some of proofs might be horribly wrong (I didn’t check them), and you are welcome to help me correct them. (again, I am too lazy to look back at it :-( )

Filed under: The Sciences (technical)