**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

**An Introduction to Probability and Random Processes**

by

**Gian-Carlo Rota, Kenneth Baclawski**

The purpose of the text is to learn to think probabilistically. The book starts by giving a bird's-eye view of probability, it first examines a number of the great unsolved problems of probability theory to get a feeling for the field.

(

**13466**views)

**Introduction to Probability**

by

**Leif Mejlbro**-

**BookBoon**

In this book you will find the basic mathematics of probability theory that is needed by engineers and university students. Topics as Elementary probability calculus, density functions and stochastic processes are illustrated.

(

**6273**views)

**Mathematical Foundations of Probability Theory**

by

**Gane Samb Lo**-

**arXiv.org**

The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and offers a basis towards Statistics Theory.

(

**1005**views)

**Random Graphs and Complex Networks**

by

**Remco van der Hofstad**-

**Eindhoven University of Technology**

These lecture notes are intended to be used for master courses, where the students have a limited prior knowledge of special topics in probability. We have included many of the preliminaries, such as convergence of random variables, etc.

(

**5922**views)