**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

**Lectures on Integrable Probability**

by

**Alexei Borodin, Vadim Gorin**-

**arXiv**

Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.

(

**8437**views)

**Introduction to Probability**

by

**C. M. Grinstead, J. L. Snell**-

**American Mathematical Society**

The textbook for an introductory course in probability for students of mathematics, physics, engineering, social sciences, and computer science. It presents a thorough treatment of techniques necessary for a good understanding of the subject.

(

**66727**views)

**Random Graphs and Complex Networks**

by

**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.

(

**10832**views)

**An Introduction to Probability and Random Processes**

by

**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.

(

**19468**views)