Professor Ito is one of the most distinguished probability
theorists in the world, and in this modern, concise introduction to
the subject he explains basic probabilistic concepts rigorously and
yet gives at the same time an intuitive understanding of random
phenomena. In the first chapter he considers finite situations, but
from an advanced standpoint that enables the transition to greater
generality to be achieved more easily. Chapter 2 deals with
probability measures and includes a discussion of the fundamental
concepts of probability theory. These concepts are formulated
abstractly but without sacrificing intuition. The last chapter is
devoted to infinite sums of independent real random variables. Each
chapter is divided into sections that end with a set of problems
with hints for solution. This textbook will be particularly
valuable to students of mathematics taking courses in probability
theory who need a modern introduction to the subject that yet does
not allow overemphasis on abstractness to cloud the issues
involved.
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