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
Probability, Random Processes, and Ergodic Propertiesby Robert M. Gray - Springer
A self-contained treatment of the theory of probability, random processes. It is intended to lay theoretical foundations for measure and integration theory, and to develop the long term time average behavior of measurements made on random processes.
(15921 views)
Discrete Distributionsby Leif Mejlbro - BookBoon
From the table of contents: Some theoretical background; The binomial distribution; The Poisson distribution; The geometric distribution; The Pascal distribution; The negative binomial distribution; The hypergeometric distribution.
(15478 views)
Basic Probability Theoryby Robert B. Ash - Dover Publications
This text surveys random variables, conditional probability and expectation, characteristic functions, infinite sequences of random variables, Markov chains, and an introduction to statistics. Geared toward advanced undergraduates and graduates.
(19681 views)
Introduction to Stochastic Analysisby 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.
(12400 views)