**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

**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.

(

**6193**views)

**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.

(

**3898**views)

**The Logic Of Chance**

by

**John Venn**-

**Macmillan And Company**

No mathematical background is necessary for this classic of probability theory. It remains unsurpassed in its clarity, readability, and charm. It commences with physical foundations, examines logical superstructure, and explores various applications.

(

**1853**views)

**A Philosophical Essay on Probabilities**

by

**Pierre Simon Laplace**-

**Chapman & Hall**

Classic book on probability theory. It demonstrates, without the use of higher mathematics, the application of probability to games of chance, physics, reliability of witnesses, astronomy, insurance, democratic government, and many other areas.

(

**13250**views)