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  • Cited by 1126
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      • 4th edition
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    • Publisher:
      Cambridge University Press
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      August 2010
      ISBN:
      DOI:
      https://doi.org/10.1017/CBO9780511779398
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      • Series:
      Cambridge Series in Statistical and Probabilistic Mathematics
      Subjects:
      Probability Theory and Stochastic Processes, General Statistics and Probability, Statistics and Probability
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    Series:
    Cambridge Series in Statistical and Probabilistic Mathematics
    Subjects:
    Probability Theory and Stochastic Processes, General Statistics and Probability, Statistics and Probability
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    Book description

    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.

    Reviews

    '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.'

    Miklós Bóna Source: SIGACT News

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