Probability: Theory and Examples

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9780534243180: Probability: Theory and Examples
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Modern and measure-theory based, this text is intended primarily for the first-year graduate course in probability theory.

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

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Ph.D. Stanford University

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Durrett, Richard
Published by Duxbury Press
ISBN 10: 0534243185 ISBN 13: 9780534243180
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Durrett, Richard
Published by Duxbury Press (1995)
ISBN 10: 0534243185 ISBN 13: 9780534243180
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