## An introduction to probability theory and its applicationsMajor changes in this edition include the substitution of probabilistic arguments for combinatorial artifices, and the addition of new sections on branching processes, Markov chains, and the De Moivre-Laplace theorem. |

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#### Review: An Introduction to Probability Theory and Its Applications, Volume 1

User Review - DJ - GoodreadsGreatly enjoyed my intro probability class but interested in plugging holes and exploring further. Heard this was the probability monogram and have high expectations. Read full review

#### Review: An Introduction to Probability Theory and Its Applications, Volume 1

User Review - GoodreadsGreatly enjoyed my intro probability class but interested in plugging holes and exploring further. Heard this was the probability monogram and have high expectations. Read full review

### Contents

The Exponential and the Uniform Densities | 1 |

Densities Convolutions | 3 |

The Exponential Density | 8 |

Copyright | |

174 other sections not shown

### Other editions - View all

AN INTRODUCTION TO PROBABILITY: THEORY AND ITS APPLICATIONS, 3RD ED, Volume 1 William Feller No preview available - 2008 |

An Introduction to Probability Theory and Its Applications, Volume 1 William Feller No preview available - 1968 |

AN INTRODUCTION TO PROBABILITY THEORY AND ITS APPLICATIONS, 2ND ED, Volume 2 Willliam Feller No preview available - 2008 |

### Common terms and phrases

applies arbitrary argument assume atoms Baire functions Borel sets bounded central limit theorem common distribution conditional density consider continuous function converges convolution coordinate variables defined definition denote depends derived distributed uniformly distribution F distribution function equals event example exists exponential distribution finite interval fixed follows formula given hence identity implies independent random variables independent variables inequality infinitely divisible integral ladder Laplace transform large numbers law of large lemma length limit theorem linear Markov Markovian martingale matrix measure monotone mutually independent normal density normal distribution notation obvious operator parameter Poisson process positive probabilistic probability distribution probability space problem proof prove random walk renewal equation renewal process result sample space satisfying semi-group sequence solution stable distribution stationary stochastic processes sufficiently symmetric tends theory uniform distribution unique vanishes variance vector zero expectation