**Probability: Theory and Examples**

by Rick Durrett

**Publisher**: Cambridge University Press 2010**ISBN/ASIN**: 0521765390**ISBN-13**: 9780521765398**Number of pages**: 372

**Description**:

This book is an introduction to probability theory covering 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.

Download or read it online for free here:

**Download link**

(1.8MB, PDF)

## Similar books

**Foundations of Constructive Probability Theory**

by

**Yuen-Kwok Chan**-

**arXiv.org**

The author provides a systematic, thorough treatment of the foundations of probability theory and stochastic processes along the lines of E. Bishop's constructive analysis. Every existence result presented shall be a construction ...

(

**824**views)

**Introduction to Probability**

by

**C. M. Grinstead, J. L. Snell**-

**American Mathematical Society**

The textbook for an introductory course in probability for students of mathematics, physics, engineering, social sciences, and computer science. It presents a thorough treatment of techniques necessary for a good understanding of the subject.

(

**56972**views)

**Basic Probability Theory**

by

**Robert B. Ash**-

**Dover Publications**

This text surveys random variables, conditional probability and expectation, characteristic functions, infinite sequences of random variables, Markov chains, and an introduction to statistics. Geared toward advanced undergraduates and graduates.

(

**10728**views)

**Stochastic Processes**

by

**David Nualart**-

**The University of Kansas**

From the table of contents: Stochastic Processes (Probability Spaces and Random Variables, Definitions and Examples); Jump Processes (The Poisson Process, Superposition of Poisson Processes); Markov Chains; Martingales; Stochastic Calculus.

(

**7459**views)