7  Probability

I assume that you have seen some probability theory before, and that this is just a reminder. If you need a more thorough refresher, the book by Ross (Ross 2014) is a popular introductory text that covers discrete and continuous problems, but not more general probability measures. Another good undergraduate text by Chung and AitSahlia (Chung and AitSahlia 2003) includes a little bit of measure theory. Good graduate texts include the books by Billingsley (Billingsley 1995) and by Breiman (Breiman 1992). If you want a reminder that is more thorough than the one we give here, but less than a full textbook, the treatment in (Deisenroth, Faisal, and Ong 2020) is a good starting point.