Probability

Cover Art for 9780521765398, Probability by Rick Durrett
ISBN: 9780521765398
Publisher: Cambridge University Press
Published: 30 August, 2010
Format: Hardcover
Language: English
Links Australian Libraries (Trove)

This book is an introduction to probability theory covering 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.

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