English

Probabilities

History and Overview 2026-04-16 v3 Probability

Abstract

Probabilities is the English translation of the book Probabilit\'es 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. In this first version, only the first part is released. Part 1 contains 7 chapters and corresponds to bachelor level. 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. Any feedback is welcome, at [email protected] The content is released in CC-BY-NC-SA.

Cite

@article{arxiv.2601.18853,
  title  = {Probabilities},
  author = {Jean-Yves Ouvrard and Xavier Ouvrard},
  journal= {arXiv preprint arXiv:2601.18853},
  year   = {2026}
}

Comments

845 pages, book. Any feedback is welcome, at [email protected] . The content is released under CC 4.0 BY-NC-SA