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 fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
| ISBN: | 9780521765398 |
| Publication date: | 30th August 2010 |
| Author: | Richard Durrett |
| Publisher: | Cambridge University Press |
| Format: | Hardback |
| Pagination: | 428 pages |
| Series: | Cambridge Series in Statistical and Probabilistic Mathematics |
| Genres: |
Probability and statistics |