Probability

by Rick Durrett

This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains...

• Format: Hardcover
• Language: English
• ISBN: 1108473687
• ISBN13: 9781108473682
• Release Date: May 2019
• Publisher: Cambridge University Press
• Length: 430 Pages
• Weight: 2.45 lbs.
• Dimensions: 1.1" x 9.5" x 10.0"