**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.

Download or read it online for free here:

**Download link**

(1.8MB, PDF)

## Similar books

**Applied Probability**

by

**Paul E Pfeiffer**-

**Connexions**

This textbook covers most aspects of advanced and applied probability. The book utilizes a number of user defined m-programs, in combination with built in MATLAB functions, for solving a variety of probabilistic problems.

(

**12795**views)

**Almost None of the Theory of Stochastic Processes**

by

**Cosma Rohilla Shalizi**-

**Carnegie Mellon University**

Text for a second course in stochastic processes. It is assumed that you have had a first course on stochastic processes, using elementary probability theory. You will study stochastic processes within the framework of measure-theoretic probability.

(

**11844**views)

**A History Of The Mathematical Theory Of Probability**

by

**I. Todhunter**-

**Kessinger Publishing, LLC**

History of the probability theory from the time of Pascal to that of Laplace (1865). Todhunter gave a close account of the difficulties involved and the solutions offered by each investigator. His studies were thorough and fully documented.

(

**19352**views)

**Introduction to Stochastic Analysis**

by

**Michael Roeckner**-

**Universitaet Bielefeld**

From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.

(

**10303**views)