Rick Durrett: Probability: Theory and Examples
____________________________
Author: Rick Durrett
Number of Pages: 440 pages
Published Date: 04 May 2011
Publisher: CAMBRIDGE UNIVERSITY PRESS
Publication Country: Cambridge, United Kingdom
Language: English
ISBN: 9780521765398
Download Link: Click Here
____________________________
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.