**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.

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