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 Processesby 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 Probabilityby 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 Theoryby 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 Networksby 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)