**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 for Finance**

by

**Patrick Roger**-

**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.

(

**9167**views)

**Probability Theory: The Logic of Science**

by

**E. T. Jaynes**-

**Cambridge University Press**

The book is addressed to readers familiar with applied mathematics at the advanced undergraduate level. The text is concerned with probability theory and all of its mathematics, but now viewed in a wider context than that of the standard textbooks.

(

**10920**views)

**Lecture Notes on Free Probability**

by

**Vladislav Kargin**-

**arXiv**

Contents: Non-commutative Probability Spaces; Distributions; Freeness; Asymptotic Freeness of Random Matrices; Asymptotic Freeness of Haar Unitary Matrices; Free Products of Probability Spaces; Law of Addition; Limit Theorems; Multivariate CLT; etc.

(

**4608**views)

**Probability**

by

**Douglas Kennedy**-

**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.

(

**2255**views)