Appendix A
Complements
A.1 Basic probabilistic notions
A.1.1 Discrete random variable, expectation, and generating function
A.1.1.1 General random variable and its law
A probability space will be considered throughout. In general, an r.v. with values in a measurable state space is a measurable function
Then, for every measurable subset of , it holds that
The law of is the probability measure defined on by and, more concretely, for measurable subsets , by
A.1.1.2 Random variable with ...
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