Probabilities

Probabilities is the English translation of the book Probabilités Tome 1 and Tome 2. The mathematic content is authored by Prof. Jean-Yves Ouvrard. The English version has been done by his eldest son Dr. Xavier Ouvrard. This probability theory book covers not only an introduction to this field, but also advanced concepts based on measure theory. The first part introduces the fundamentals of probability theory across 7 chapters, targeting bachelor level, including event algebras, random variables, independence, conditional probabilities, moments of discrete and continuous random variables, generating functions, and limit theorems. The second part contains 10 chapters and corresponds to master level. Following a brief introduction to measure theory, this part develops more advanced topics: probability measures and their complements, distributions and moments of random variables, modes of convergence, laws of large numbers, conditional expectation, Fourier transforms and characteristic functions, Gaussian random variables, convergence of measures, convergence in distribution, discrete-time stochastic processes, martingales, and Markov chains. The reader's work is greatly facilitated by the inclusion, in every chapter, of numerous exercises, all accompanied by detailed solutions that often provide substantial extensions to the theoretical material.