Introduction to probability theory and its applications. Axioms of probability, distributions, discrete and continuous random variables, conditional and joint distributions, correlation, limit laws, ...

The Annals of Mathematical Statistics, Vol. 43, No. 5 (Oct., 1972), pp. 1719-1726 (8 pages) Let {Xn, n ≥ 1} be a sequence of random variables such that for suitably ...

A new proof, based on the duality theorem of linear programming, is given of a theorem of V. Strassen, which states essentially that the minimum distance between random variables with given ...