Logo

Probability Theory by S. R. S. Varadhan

Large book cover: Probability Theory

Probability Theory
by

Publisher: New York University
ISBN/ASIN: 0821828525
Number of pages: 300

Description:
These notes are based on a first year graduate course on Probability and Limit theorems given at Courant Institute of Mathematical Sciences. The text covers discrete time processes. A small amount of measure theory is included.

Download or read it online for free here:
Download link
(multiple PDF files)

Similar books

Book cover: Probability, Random Processes, and Ergodic PropertiesProbability, Random Processes, and Ergodic Properties
by - Springer
A self-contained treatment of the theory of probability, random processes. It is intended to lay theoretical foundations for measure and integration theory, and to develop the long term time average behavior of measurements made on random processes.
(11146 views)
Book cover: Probability for FinanceProbability for Finance
by - BookBoon
The book is intended to be a technical support for students in finance. Topics: Probability spaces and random variables; Moments of a random variable; Usual probability distributions in financial models; Conditional expectations and Limit theorems.
(10830 views)
Book cover: Chance and LuckChance and Luck
by - Longmans, Green, and Co.
This book contains a discussion of the laws of luck, coincidences, wagers, lotteries and the fallacies of gambling, notes on poker and martingales, explaining in detail the law of probability, the types of gambling, classification of gamblers, etc.
(10749 views)
Book cover: Probability on Trees and NetworksProbability on Trees and Networks
by - Cambridge University Press
This book is concerned with certain aspects of discrete probability on infinite graphs that are currently in vigorous development. Of course, finite graphs are analyzed as well, but usually with the aim of understanding infinite graphs and networks.
(3418 views)