ABSTRACT
This chapter’s primary purpose is for further reference. Nevertheless, it is recommended that the reader at least skims through the chapter before starting to read the main text.
We deal here mainly with definitions and basic notions to which we will repeatedly refer throughout the book. Theorems of Probability Theory will be considered in the book as they are needed. Most facts are given without proof, but we discuss their significance and plausibility. We touch briefly on simple or standard notions, and pay more attention either to notions that are less traditional but necessary or that are more difficult, for example, moment generating functions.
