Introduction: With Two Examples
摘要
Probability theory as it is common nowadays has been proposed by Kolmogorov in 1933. His approach is based on measure theory, and the aim of this book is to highlight and exploit relations between probability theory, measure theory, and analysis. Two examples, Buffon’s needle and a simple random walk approaching the Brownian motion are sketched and it is indicated which topics of the book are needed to treat these examples.