Integration theory and random variables

Stefan Richter 🌐

November 19, 2004

This is a development version of this entry. It might change over time and is not stable. Please refer to release versions for citations.

Abstract

Lebesgue-style integration plays a major role in advanced probability. We formalize concepts of elementary measure theory, real-valued random variables as Borel-measurable functions, and a stepwise inductive definition of the integral itself. All proofs are carried out in human readable style using the Isar language.

License

BSD License

This article is of historical interest only. Lebesgue-style integration and probability theory are now available as part of the Isabelle/HOL distribution (directory Probability).

Topics

Session Integration