Topics in probability using generalised Riemann integration. (English) Zbl 0965.60010

Muldowney, Pat

Math. Proc. R. Ir. Acad. 99A, No. 1, 39-50 (1999).

Summary: The theory of probability is classically based on measure theory. This paper treats a number of topics in the classical theory from the viewpoint of generalised Riemann integration. The terminology used is intended to be suggestive of the corresponding terminology in classical theory.

MSC:

60A99	Foundations of probability theory
28A25	Integration with respect to measures and other set functions
28C20	Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
26A39	Denjoy and Perron integrals, other special integrals

Keywords:

measure theory; generalised Riemann integration; classical theory