Foundations of Constructive Probability Theory

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Foundations of Constructive Probability Theory is written by Yuen-Kwok Chan and published by Cambridge University Press. It's available with International Standard Book Number or ISBN identification 1108875572 (ISBN 10) and 9781108875578 (ISBN 13).

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.