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Probability

Probability by Rick Durrett, ISBN: 9780521765398
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ISBN: 9780521765398
Publisher: Cambridge University Press
Published: August 2010
Format: Hardcover
Language: English
Links Australian Libraries

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Probability

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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