*
Quantity[ edit]
Quantity –
• Arithmetic –
• Natural numbers –
• Integers –
• Rational numbers –
• Real numbers –
• Complex numbers –
• Hypercomplex numbers –
• Infinity –
V
Structure[ edit]
Structure –
• Abstract algebra –
• Order theory –
• Function (mathematics) –
V
• Linear algebra –
>
• Number theory –
*
Space[ edit]
Space –
• Geometry –
• Algebraic geometry –
• Trigonometry –
• Differential geometry –
• Topology –
• Fractal geometry –
V
Change[ edit]
Change –
• Vector calculus –
• Differential equations –
• Dynamical systems –
• Chaos theory –
• Analysis –
V
• Calculus –
V
• Probability –
*
Measure-theoretic probability[ edit]
• Sample spaces, σ-algebras and probability measures
• Probability space
• Sample space
• Standard probability space
• Random element
• Random compact set
• Dynkin system
• Probability axioms
• Event (probability theory)
• Complementary event
• Elementary event
• " Almost surely"
Independence[ edit]
• Independence (probability theory)
• The Borel–Cantelli lemmas and Kolmogorov's zero-one law
Conditional probability[ edit]
• Conditional probability
• Conditioning (probability)
• Conditional expectation
• Conditional probability distribution
• Regular conditional probability
• Disintegration theorem
• Bayes' theorem
• Rule of succession
• Conditional independence
• Conditional event algebra
• Goodman–Nguyen–van Fraassen algebra
Random variables[ edit]
Discrete and continuous random variables[ edit]
• Discrete random variables: Probability mass functions
• Continuous random variable: Probability density functions
• Normalizing constants
• Cumulative distribution functions
• Joint, marginal and conditional distributions
Expectation[ edit]
• Expectation (or mean), variance and covariance
• Jensen's inequality
• General moments about the mean
• Correlated and uncorrelated random variables
• Conditional expectation:
• law of total expectation, law of total variance
• Fatou's lemma and the monotone and dominated convergence theorems
• Markov's inequality and Chebyshev's inequality
Independence[ edit]
• Independent random variables
Some common distributions[ edit]
• Discrete:
• constant (see also degenerate distribution),
• Bernoulli and binomial,
• negative binomial,
• (discrete) uniform,
• geometric,
• Poisson, and
• hypergeometric.
• Continuous:
• (continuous) uniform,
• exponential,
• gamma,
• beta,
• normal (or Gaussian) and multivariate normal,
• χ-squared (or chi-squared),
• F-distribution,
• Student's t-distribution, and
• Cauchy.
Some other distributions[ edit]
• Cantor
• Fisher–Tippett (or Gumbel)
• Pareto
• Benford's law
Functions of random variables[ edit]
• Sums of random variables
• General functions of random variables
• Borel's paradox
Generating functions[ edit]
(Related topics: integral transforms)
Common generating functions[ edit]
• Probability-generating functions
• Moment-generating functions
• Laplace transforms and Laplace–Stieltjes transforms
• Characteristic functions
Applications[ edit]
• A proof of the central limit theorem
• Random sums of random variables
V Mathematical tools
V Derivatives pricing