1. Probability reminders and complements
The basics of probability and the notion of a stochastic process are assumed. Recall, however, that a tribe (or σ-algebra) on a set Ω is a set of parts of Ω containing Ω, the complementary of its elements and any finite or countable union of its elements. A probability P on the tribe is a positive measure on , with P (Ω) = 1. Random variables will be considered here on a probability space denoted
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Probability reminders and complements
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