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Probability space
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== Bibliography == * [[Pierre Simon de Laplace]] (1812) ''Analytical Theory of Probability'' :: The first major treatise blending calculus with probability theory, originally in French: ''Théorie Analytique des Probabilités''. * [[Andrei Nikolajevich Kolmogorov]] (1950) ''Foundations of the Theory of Probability'' :: The modern measure-theoretic foundation of probability theory; the original German version (''Grundbegriffe der Wahrscheinlichkeitrechnung'') appeared in 1933. * [[Harold Jeffreys]] (1939) ''The Theory of Probability'' :: An empiricist, Bayesian approach to the foundations of probability theory. * [[Edward Nelson]] (1987) ''Radically Elementary Probability Theory'' :: Foundations of probability theory based on nonstandard analysis. Downloadable. http://www.math.princeton.edu/~nelson/books.html * [[Patrick Billingsley]]: ''Probability and Measure'', John Wiley and Sons, New York, Toronto, London, 1979. * Henk Tijms (2004) ''Understanding Probability '' :: A lively introduction to probability theory for the beginner, Cambridge Univ. Press. * David Williams (1991) ''Probability with martingales'' :: An undergraduate introduction to measure-theoretic probability, Cambridge Univ. Press. * {{cite book | last = Gut | first = Allan | title = Probability: A Graduate Course | publisher = Springer | year = 2005 | isbn = 0-387-22833-0 }}
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