A measure of uncertainty over events, formalized as a function mapping outcomes to values in [0, 1].

axioms:: Kolmogorov's axioms ground probability in set theory and measure theory

Bayes theorem inverts conditional probabilities, enabling inference from evidence

distributions (normal, Poisson, exponential) characterize random variables

stochastic processes (Markov chains, Brownian motion) model evolution over time

law of large numbers and central limit theorem bridge probability to statistics

entropy connects probability to information theory and thermodynamics

Foundation of machine learning, game theory, quantum mechanics, and optimization

Related:: combinatorics, calculus, differential equations

Dimensions

probability

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