Foundations of Constructive Probability Theory
Yuen-Kwok Chan
May 2021 · Encyclopedia of Mathematics and its Applications Book 177 · Cambridge University Press
Ebook
627
Pages
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About this ebook
Using Bishop's work on constructive analysis as a framework, this monograph gives a systematic, detailed and general constructive theory of probability theory and stochastic processes. It is the first extended account of this theory: almost all of the constructive existence and continuity theorems that permeate the book are original. It also contains results and methods hitherto unknown in the constructive and nonconstructive settings. The text features logic only in the common sense and, beyond a certain mathematical maturity, requires no prior training in either constructive mathematics or probability theory. It will thus be accessible and of interest, both to probabilists interested in the foundations of their speciality and to constructive mathematicians who wish to see Bishop's theory applied to a particular field.
About the author
Yuen-Kwok Chan completed a Ph.D. in Constructive mathematics with Errett Bishop before leaving academia for a career in private industry. He is now an independent researcher in Probability and its applications.
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