Probability Theory by S. R. S. Varadhan

Large book cover: Probability Theory

Probability Theory

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

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 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.
Book cover: ProbabilityProbability
by - Trinity College
This material was made available for the course Probability of the Mathematical Tripos. Contents: Basic Concepts; Axiomatic Probability; Discrete Random Variables; Continuous Random Variables; Inequalities, Limit Theorems and Geometric Probability.
Book cover: Probability CourseProbability Course
by - David Ellerman
In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.
Book cover: A History Of The Mathematical Theory Of ProbabilityA History Of The Mathematical Theory Of Probability
by - Kessinger Publishing, LLC
History of the probability theory from the time of Pascal to that of Laplace (1865). Todhunter gave a close account of the difficulties involved and the solutions offered by each investigator. His studies were thorough and fully documented.