Skip to main content

Applied Probability (Pfeiffer)


This is a "first course" in the sense that it presumes no previous course in probability. The mathematical prerequisites are ordinary calculus and the elements of matrix algebra. A few standard series and integrals are used, and double integrals are evaluated as iterated integrals. The reader who can evaluate simple integrals can learn quickly from the examples how to deal with the iterated integrals used in the theory of expectation and conditional expectation. Appendix B provides a convenient compendium of mathematical facts used frequently in this work.

This page titled Applied Probability (Pfeiffer) is shared under a CC BY 3.0 license and was authored, remixed, and/or curated by Paul Pfeiffer via source content that was edited to the style and standards of the LibreTexts platform; a detailed edit history is available upon request.

• Was this article helpful?