# Probability

This book is an introduction to the mathematical theory of probability.

## ContentsEdit

### PreliminariesEdit

- Introduction
- Set Theory
- The Counting Principle
- Combinatorics
- Probability Spaces
- Conditional Probability

### Random VariablesEdit

- Random Variables
- Moments and Expectation
- Important Distributions
- Important Densities
- Transformation of Probability Densities
- Joint Distributions
- Limit Theorems
- Applications of Random Variables
- Sampling / Generation of Random Variables

### Poisson ProcessesEdit

### Markov ChainsEdit

## Further readingEdit

- Index
- Links
- For a gentler introduction to probability, see High School Mathematics Extensions/Discrete Probability.
- Many subjects have probability as a prerequisite: Engineering Analysis, Signals and Systems, Statistics.