Résumé :
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-The exponential and the uniform densities, -Special densities,randomization, -Densities in higher dimensions,normal densities and processes, -Probability measures and spaces, -Probability distributions in Rn, -A survey of some important distributions and processes, -Lows of large numbers,applications in analysis, -The basic limit theorems, -Infinitely divisible distributions and semi-groups, -Markov processes and semi-groups, -Renewal theory, -Random walks in R1, -Laplace transforms,Tauberian theorems,resolvents, -Application of Laplace transforms, -Characteristic functions, -Expansion related to central limit theorem, -Infinitely divisible distributions, -Applications Fourier methods to random walks, Harmonic analysis.
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