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Integration theory and random variables
| Title: | Integration theory and random variables |
| Author: | Stefan Richter |
| Submission date: | 2004-11-19 |
| Abstract: | Lebesgue-style integration plays a major role in advanced probability. We formalize concepts of elementary measure theory, real-valued random variables as Borel-measurable functions, and a stepwise inductive definition of the integral itself. All proofs are carried out in human readable style using the Isar language. |
| Note: | This article is of historical interest only. Lebesgue-style integration and probability theory are now available as part of the Isabelle/HOL distribution (directory Probability). |
| BibTeX: |
@article{Integration-AFP,
author = {Stefan Richter},
title = {Integration theory and random variables},
journal = {Archive of Formal Proofs},
month = nov,
year = 2004,
note = {\url{http://isa-afp.org/entries/Integration.html},
Formal proof development},
ISSN = {2150-914x},
}
|
| License: | BSD License |
| Status: [ok] | This is a development version of this entry. It might change over time and is not stable. Please refer to release versions for citations. |
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