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Probability: Theory and Examples
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Probability: Theory and Examples
by Rick Durrett
Publisher: Cambridge University Press 2010
ISBN/ASIN: 0521765390
ISBN-13: 9780521765398
Number of pages: 372
Description:
This book is an introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action.