Probability: An introduction#

These are notes on the book, Probability: An Introduction [Grimmett et al., 1986]. They are meant to be a condensed format of the definitions and results in the book. The book has a lot of great exercises and I found it very useful to go through them. All mistakes contained in these notes are mine with probability \(1\).

References#

GWW86

G. Grimmett, D.J.A. Welsh, and D. Welsh. Probability: An Introduction. Oxford University Press. Clarendon Press, 1986.