Welcome to E-Books Directory
This is a freely downloadable e-book.

Probability Theory

Probability Theory
by S. R. S. Varadhan

Publisher: New York University 2000
ISBN/ASIN: 0821828525

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.

Home page url

Download or read it online here:

Download link

 (multiple PDF,PS files)