Probability

Theory and Examples

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Probability by Rick Durrett, Cambridge University Press
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Author: Rick Durrett ISBN: 9781107385504
Publisher: Cambridge University Press Publication: August 30, 2010
Imprint: Cambridge University Press Language: English
Author: Rick Durrett
ISBN: 9781107385504
Publisher: Cambridge University Press
Publication: August 30, 2010
Imprint: Cambridge University Press
Language: English

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.

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This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.

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