Probability - Theory and Examples (Probability: Theory & Examples) Book + PRICE WATCH * Amazon pricing is not included in price watch

Probability - Theory and Examples (Probability: Theory & Examples) Book

This classic introduction to probability theory for beginning graduate students covers 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. The new edition begins with a short chapter on measure theory to orient readers new to the subject.Read More

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  • Product Description

    Modern and measure-theory based, this text is intended primarily for the first-year graduate course in probability theory. The book focuses attention on examples while developing theory. There is an emphasis on results that can be used to solve problems in the hopes that those who apply probability to work will find this a useful reference.

  • 0534424414
  • 9780534424411
  • Richard Durrett
  • 15 April 2004
  • Brooks/Cole
  • Hardcover (Book)
  • 497
  • 3rd Revised edition
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