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Probability Theory by S. R. S. Varadhan
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Probability Theory
by S. R. S. Varadhan
Publisher: New York University 2000
ISBN/ASIN: 0821828525
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.