目录 Preface 1 Sets and Events 1.1 Introduction 1.2 Basic Set Theory 1.2.1 Indicator functions 1.3 Limits of Sets 1.4 Monotone Sequences 1.5 Set Operations and Closure 1.5.1 Examples 1.6 The σ-field Generated by a Given Class C 1.7 Borel Sets on the Real Line 1.8 Comparing Borel Sets 1.9 Exercises 2 Probability Spaces 2.1 Basic Definitions and Properties 2.2 More on Closure 2.2.1 Dynkin's theorem 2.2.2 Proof of Dynkin's theorem 2.3 Two Constructions 2.4 Constructions of Probability Spaces 2.4.1 General Construction of a Probability Model 2.4.2 Proof of the Second Extension Theorem 2.5 Measure Constructions 2.5.1 Lebesgue Measure on (0,1] 2.5.2 Construction of a Probability Measure on R with Given Distribution Function F(x) 2.6 Exercises 3 Random Variables,Elements,and Measurable Maps 3.1 Inverse Maps 3.2 Measurable Maps,Random Elements, Induced Probability Measures 3.2.1 Composition 3.2.2 Random Elements of Metric Spaces 3.2.3 Measurability and Continuity 3.2.4 Measurability and Limits 3.3 σ-Fields Generated by Maps 3.4 Exercises 4 Independence 4.1 Basic Definitions 4.2 Independent Random Variables 4.3 Two Examples of Independence 4.3.1 Records,Ranks,Renyi Theorem 4.3.2 Dyadic Expansions of Uniform Random Numbers 4.4 More on Independence:Groupings 4.5 Independence,Zero-One Laws,Borel-Cantelli Lemma 4.5.1 Borel-Cantelli Lemma 4.5.2 Borel Zero-One Law 4.5.3 Kolmogorov Zero-One Law 4.6 Exercises 5 Integration and Expectation 5.1 Preparation for Integration 5.1.1 Simple Functions
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