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Probability: Theory and Examples

  • Category: Mathematics
  • Author: Rick Durrett
  • Pages: 438 pages
  • Size: HTML

Read and download free eBook intituled Probability: Theory and Examples in format PDF – 438 pages created by Rick Durrett.

This book is a classic 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, so there are 200 examples and 450 problems.

This book is also an excellent resource. Several interesting and concrete examples are presented throughout the textbook, which will help novices obtain a better understanding of the fundamentals of probability theory

The best feature of the book is its selection of examples. The author has done an extraordinary job in showing not simply what the presented theorems can be used for, but also what they cannot be used for.

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Probability: Theory and Examples

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