Probability Theory, 2nd Edition

To my wife Karin

Preface

This book is intended as an introductory course for students in mathematics, physical sciences, engineering, or in other related fields. It is based on the experience of probability lectures taught during the past 25 years, where the spectrum reached from two-hour introductory courses, over Measure Theory and advanced probability classes, to such topics as Stochastic Processes and Mathematical Statistics. Until 2012 these lectures were delivered to students at the University of Jena (Germany), and since 2013 to those at the University of Delaware in Newark (USA).

The book is the completely revised version of the German edition “Stochastik für das Lehramt,” which appeared in 2014 at De Gruyter. At most universities ...