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Diffstat (limited to 'Master/texmf-dist/source/latex/proba')
| -rw-r--r-- | Master/texmf-dist/source/latex/proba/proba.dtx | 256 | ||||
| -rw-r--r-- | Master/texmf-dist/source/latex/proba/proba.ins | 17 |
2 files changed, 273 insertions, 0 deletions
diff --git a/Master/texmf-dist/source/latex/proba/proba.dtx b/Master/texmf-dist/source/latex/proba/proba.dtx new file mode 100644 index 00000000000..a585c5463e2 --- /dev/null +++ b/Master/texmf-dist/source/latex/proba/proba.dtx @@ -0,0 +1,256 @@ +% \iffalse meta-comment +% +% Copyright 2003 Laurent Nguyen-Ngoc +% +% \fi +% +% \iffalse +% +%<package>\NeedsTeXFormat{LaTeX2e} +%<package>\ProvidesPackage{proba} +%<package> [2003/05/31 The Probability package] +% +%<*driver> +\documentclass{ltxdoc} +\GetFileInfo{proba.sty} +\title{The \textsf{proba} package\thanks{Version \fileversion}} +\author{Laurent Nguyen-Ngoc} +\date{\filedate} +\begin{document} +\maketitle +\DocInput{proba.dtx} +\RecordChanges +\PrintChanges +\end{document} +%</driver> +% +%\fi +% +% \CheckSum{230} +% \changes{1.0}{2003/05/31}{Initial version} +% \changes{1.01}{2003/07/26}{Added indicator function} +% \section{Introduction} +% +% The |proba| package provides some shortcuts to mathematical symbols +% commonly used when writing articles about probability theory. You should +% be aware that some of those shortcuts may intersect with other package +% commands, or worse attempt to redefine commands defined elsewhere. +% +% In fact, I have not tried to really look at the number of packages that +% already exist. +% +% The shortcuts are defined with some default symbols associated to them, +% but can easily be customized. In fact, it happens quite often that one +% needs the same sort of symbol, just with a different letter, in the same +% document, and the shortcuts are defined in such a way to accomodate with +% this need. +% +% \StopEventually{} +% +% \section{Implementation} +% In this section we shall describe the syntax of the commands, as well as +% the implementation. +% +% \subsection{Sets} +% +% We define the set symbols as blackboard letters as provided by the +% |amsfonts| package. For those symbols as well as for others, the +% |amsfonts| package is therefore required. +% \begin{macrocode} +\RequirePackage{amsfonts} +% \end{macrocode} +% The usual syntax to obtain a set name is |\<Capital Letter>|. More +% precisely: +% \begin{macrocode} +\DeclareRobustCommand{\A}[0]{\mathbb{A}} +\DeclareRobustCommand{\B}[0]{\mathbb{B}} +\DeclareRobustCommand{\C}[0]{\mathbb{C}} +\DeclareRobustCommand{\D}[0]{\mathbb{D}} +\DeclareRobustCommand{\E}[0]{\mathbb{E}} +\DeclareRobustCommand{\F}[0]{\mathbb{F}} +\DeclareRobustCommand{\G}[0]{\mathbb{G}} +\DeclareRobustCommand{\H}[0]{\mathbb{H}} +\DeclareRobustCommand{\I}[0]{\mathbb{I}} +\DeclareRobustCommand{\J}[0]{\mathbb{J}} +\DeclareRobustCommand{\K}[0]{\mathbb{K}} +\DeclareRobustCommand{\L}[0]{\mathbb{L}} +\DeclareRobustCommand{\M}[0]{\mathbb{M}} +\DeclareRobustCommand{\N}[0]{\mathbb{N}} +\DeclareRobustCommand{\O}[0]{\mathbb{O}} +\DeclareRobustCommand{\P}[0]{\mathbb{P}} +\DeclareRobustCommand{\Q}[0]{\mathbb{Q}} +\DeclareRobustCommand{\R}[0]{\mathbb{R}} +\DeclareRobustCommand{\S}[0]{\mathbb{S}} +\DeclareRobustCommand{\T}[0]{\mathbb{T}} +\DeclareRobustCommand{\U}[0]{\mathbb{U}} +\DeclareRobustCommand{\V}[0]{\mathbb{V}} +\DeclareRobustCommand{\W}[0]{\mathbb{W}} +\DeclareRobustCommand{\X}[0]{\mathbb{X}} +\DeclareRobustCommand{\Y}[0]{\mathbb{Y}} +\DeclareRobustCommand{\Z}[0]{\mathbb{Z}} +% \end{macrocode} +% Note that the |\mathbb| command ensures that those shortcuts to sets +% can be used in math mode only. +% +% \subsection{$\sigma$-fields and filtrations} +% +% In probability, the $\sigma$-fields and filtrations are commonly +% designated by letters in calligraphic style. Since such symbols are often +% needed in a probability-related document, we provide shortcuts to them. +% The usual syntax in this case is |\cal<Capital Letter>|. +% \begin{macrocode} +\DeclareRobustCommand{\calA}[0]{{\mathcal A}} +\DeclareRobustCommand{\calB}[0]{{\mathcal B}} +\DeclareRobustCommand{\calC}[0]{{\mathcal C}} +\DeclareRobustCommand{\calD}[0]{{\mathcal D}} +\DeclareRobustCommand{\calE}[0]{{\mathcal E}} +\DeclareRobustCommand{\calF}[0]{{\mathcal F}} +\DeclareRobustCommand{\calG}[0]{{\mathcal G}} +\DeclareRobustCommand{\calH}[0]{{\mathcal H}} +\DeclareRobustCommand{\calI}[0]{{\mathcal I}} +\DeclareRobustCommand{\calJ}[0]{{\mathcal J}} +\DeclareRobustCommand{\calK}[0]{{\mathcal K}} +\DeclareRobustCommand{\calL}[0]{{\mathcal L}} +\DeclareRobustCommand{\calM}[0]{{\mathcal M}} +\DeclareRobustCommand{\calN}[0]{{\mathcal N}} +\DeclareRobustCommand{\calO}[0]{{\mathcal O}} +\DeclareRobustCommand{\calP}[0]{{\mathcal P}} +\DeclareRobustCommand{\calQ}[0]{{\mathcal Q}} +\DeclareRobustCommand{\calR}[0]{{\mathcal R}} +\DeclareRobustCommand{\calS}[0]{{\mathcal S}} +\DeclareRobustCommand{\calT}[0]{{\mathcal T}} +\DeclareRobustCommand{\calU}[0]{{\mathcal U}} +\DeclareRobustCommand{\calV}[0]{{\mathcal V}} +\DeclareRobustCommand{\calW}[0]{{\mathcal W}} +\DeclareRobustCommand{\calX}[0]{{\mathcal X}} +\DeclareRobustCommand{\calY}[0]{{\mathcal Y}} +\DeclareRobustCommand{\calZ}[0]{{\mathcal Z}} +% \end{macrocode} +% +% \subsection{Probability symbols} +% +% Now we deal with symbols more directly related to probability. +% Probability laws and expectations are often denoted by blackboard +% letters. Although shortcuts to such letters have already been defined +% in the set shortcuts, new ones are introduced that also handle +% any delimiters needed. +% +% \subsubsection{Elementary probability} +% First some shortcuts to symbols that are used at all levels of +% probability theory. +% +% \begin{macro}{\prob} +% First we define a simple |\prob| shortcut that simply produces a +% blackboard capital P by default, but whose optional argument makes it +% easy to switch to a different letter. +% \begin{macrocode} +\DeclareRobustCommand{\prob}[1][P]{\ensuremath {\mathbb{#1}}} +% \end{macrocode} +% \end{macro} +% +% \begin{macro}{\probX} +% Our next command defines a proability and takes as an argument the event +% in the probability. Again, P is the default probability symbol, but any +% letter can override it as an optional argument. +% \begin{macrocode} +\DeclareRobustCommand{\probX}[2][{\mathbb{P}}]{\ensuremath{ {#1}\left[ {#2} \right]}} +% \end{macrocode} +% \end{macro} +% +% \begin{macro}{\cprobX} +% |\cprobX| offers a shortcut to type conditional probability. It takes 3 +% arguments: the first one is the symbol to be used as the probability, +% the second one is the event and the last one is the conditioning. +% \begin{macrocode} +\DeclareRobustCommand{\probCX}[3][{\mathbb{P}}]{\ensuremath{ {#1}\left[ {#2} \big| {#3} \right]}} +% \end{macrocode} +% \end{macro} +% +% \begin{macro}{\EX} +% Now are defined the expectation related symbols. We begin by a simple +% expectation that takes care of delimiters. +% \begin{macrocode} +\DeclareRobustCommand{\EX}[2][{\mathbb{E}}]{\ensuremath {#1}\left[ {#2} \right]} +% \end{macrocode} +% \end{macro} +% +% \begin{macro}{\cEX} +% Just like for probabilities, a conditional version of the expectation is +% provided. +% \begin{macrocode} +\DeclareRobustCommand{\cEX}[3][{\mathbb{E}}]{\ensuremath {#1}\left[ {#2} \big| {#3} \right]} +% \end{macrocode} +% \end{macro} +% +%Ê\begin{macro}{\Var} +% Also a math operator is defined for the variance. +% This simple version has just an optional argument that goes as a +% subscript to ``Var''. +% \begin{macrocode} +\DeclareRobustCommand{\Var}[1][]{\ensuremath{\mathrm{Var[#1]}}} +% \end{macrocode} +% \end{macro} +% +%Ê\begin{macro}{\VarX} +% Now we take care of delimiters for what is inside the variance. +% \begin{macrocode} +\DeclareRobustCommand{\VarX}[2][]{\ensuremath{\mathrm{Var}_{#1}\left[ {#2} \right]}} +% \end{macrocode} +% \end{macro} +% +% \begin{macro}{\cVarX} +% A conditional variance command is also provided, although less often +% used. +% \begin{macrocode} +\DeclareRobustCommand{\cVarX}[3][]{\ensuremath \mathrm{Var}_{#1}\left[ {#2} \big| {#3} \right]} +% \end{macrocode} +% \end{macro} +% +% \begin{macro}{\eqlaw} +% A shortcut for equality in law is provided. +% \begin{macrocode} +\DeclareRobustCommand{\eqlaw}[0]{\mathop{\stackrel{(d)}{=}}} +% \end{macrocode} +% \end{macro} +% +% \begin{macro}{\tolaw} +% |\tolaw| is a shortcut to a symbol for convergence in law. +% \begin{macrocode} +\DeclareRobustCommand{\tolaw}[0]{\mathop{\stackrel{(d)}{\longrightarrow}}} +% \end{macrocode} +% \end{macro} +% +% \subsubsection{Stochastic processes} +% +% Some notation is customary when dealing with stochastic processes. Note +% that the same notation is sometimes used also in other parts of +% mathematics. +% +% \begin{macro}{\qvar} +% The quadratic variation of two processes arises quite often. The command +% |\qvar|Êgives the right bracket of two processes. +% \begin{macrocode} +\DeclareRobustCommand{\qvar}[2]{\ensuremath{\left[ {#1},{#2} \right]}} +% \end{macrocode} +% \end{macro} +% +% \begin{macro}{\cqvar} +% Obviously, a shortcut for the conditional quadratic variation, or oblique +% bracket is also provided. +% \begin{macrocode} +\DeclareRobustCommand{\cqvar}[2]{\ensuremath{\langle {#1},\,{#2} \rangle}} +% \end{macrocode} +% \end{macro} +% +% +% \subsection{Miscellany} +% Some miscellaneous symbols or functions defined here. +% +% \begin{macro}{\1} +% First, an indicator function, that prints a bold 1 and puts curly +% braces. +% \begin{macrocode} +\DeclareRobustCommand{\1}[1]{\ensuremath \mathbf{1}_{\{#1\}}} +% \end{macrocode} +% \end{macro} +% \Finale diff --git a/Master/texmf-dist/source/latex/proba/proba.ins b/Master/texmf-dist/source/latex/proba/proba.ins new file mode 100644 index 00000000000..4f35a15fe45 --- /dev/null +++ b/Master/texmf-dist/source/latex/proba/proba.ins @@ -0,0 +1,17 @@ +\input docstrip + +\preamble + +This is a generated file. + +Copyright (C) 2003 Laurent Nguyen-Ngoc. + +\endpreamble + + + +\keepsilent + +\generate{\file{proba.sty}{\from{proba.dtx}{package}}} + +\endbatchfile |