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Probability : Theory and Examples

Probability : Theory and Examples - 4th edition

ISBN13: 978-0521765398

Cover of Probability : Theory and Examples 4TH 10 (ISBN 978-0521765398)
ISBN13: 978-0521765398
ISBN10: 0521765390
Edition: 4TH 10
Copyright: 2010
Publisher: Cambridge University Press
Published: 2010
International: No

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Probability : Theory and Examples - 4TH 10 edition

ISBN13: 978-0521765398

Rick Durrett

ISBN13: 978-0521765398
ISBN10: 0521765390
Edition: 4TH 10
Copyright: 2010
Publisher: Cambridge University Press
Published: 2010
International: No
Summary

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 new edition begins with a short chapter on measure theory to orient readers new to the subject.

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