Journal ArticleDOI
An Introduction to Probability Theory and Its Applications.
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This article is published in American Mathematical Monthly.The article was published on 1952-04-01. It has received 11456 citations till now. The article focuses on the topics: Applied probability & Probability theory.read more
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Book ChapterDOI
Probability Inequalities for sums of Bounded Random Variables
TL;DR: In this article, upper bounds for the probability that the sum S of n independent random variables exceeds its mean ES by a positive number nt are derived for certain sums of dependent random variables such as U statistics.
Journal ArticleDOI
An intertemporal capital asset pricing model
TL;DR: In this article, an intertemporal model for the capital market is deduced from portfolio selection behavior by an arbitrary number of investors who aot so as to maximize the expected utility of lifetime consumption and who can trade continuously in time.
Journal ArticleDOI
Measuring the Strangeness of Strange Attractors
TL;DR: In this paper, the correlation exponent v is introduced as a characteristic measure of strange attractors which allows one to distinguish between deterministic chaos and random noise, and algorithms for extracting v from the time series of a single variable are proposed.