Probability
Subtitle: theory and examples
By: Rick Durrett
Edition: 4th ed.
Publisher: Cambridge University Press
Published: 2010
Place of publication: Cambridge; New York
Language: eng
Number of pages: 428
ISBN-13: 9780521765398
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, so there are 200 examples and 450 problems"--
Notes: Includes bibliographical references and index.
Table of contents: title: Machine generated contents note: 1. Measure theory; 2. Laws of large numbers; 3. Central limit theorems; 4. Random walks; 5. Martingales; 6. Markov chains; 7. Ergodic theorems; 8. Brownian motion; Appendix A. Measure theory details.