Probability Theory
by S. R. S. Varadhan
Publisher: New York University 2000
ISBN/ASIN: 0821828525
Number of pages: 300
Description:
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
Probability, Geometry and Integrable Systemsby Mark Pinsky, Bjorn Birnir - Cambridge University Press
The three main themes of this book are probability theory, differential geometry, and the theory of integrable systems. The papers included here demonstrate a wide variety of techniques that have been developed to solve various mathematical problems.
(18296 views)
Probability Courseby Gian-Carlo Rota - 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.
(9686 views)
Exposition of the Theory of Chances and Probabilitiesby A. A. Cournot - arXiv.org
I aim to make accessible the rules of the calculus of probability to those, unacquainted with the higher chapters of mathematics. The reading of my book will not require any other knowledge except elementary algebra, or even algebraic notation.
(6365 views)
Probability on Trees and Networksby Russell Lyons, Yuval Peres - Cambridge University Press
This book is concerned with certain aspects of discrete probability on infinite graphs that are currently in vigorous development. Of course, finite graphs are analyzed as well, but usually with the aim of understanding infinite graphs and networks.
(8645 views)