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Foundations of Constructive Probability Theory

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  • Using Bishop’s work on constructive analysis as a framework, this monograph gives a systematic, detailed and general constructive theory of probability theory and stochastic processes. It is the first extended account of this theory: almost all of the constructive existence and continuity theorems that permeate the book are original. It also contains results and methods hitherto unknown in the constructive and nonconstructive settings. The text features logic only in the common sense and, beyond a certain mathematical maturity, requires no prior training in either constructive mathematics or probability theory. It will thus be accessible and of interest, both to probabilists interested in the foundations of their speciality and to constructive mathematicians who wish to see Bishop’s theory applied to a particular field.
    • The first systematic account of probability theory in the framework of Bishop’s constructive analysis
    • Contains many original existence and continuity results in constructive probability theory
    • Suitable for beginning graduate students without prior training in probability or constructive mathematics

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