Probability: Theory and Examples

Rick Durrett

Cambridge University Press, Aug 30, 2010 - Mathematics - 440 pages

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.

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LibraryThing Review

User Review  - intangineer - LibraryThing

The index is terrible, but once you've read it it's an excellent reference.

About the author

Rick Durrett received his PhD in Operations Research from Stanford University in 1976. After nine years at UCLA and twenty-five at Cornell University, he moved to Duke University in 2010, where he is a Professor of Mathematics. He is the author of eight books and more than 170 journal articles on a wide variety of topics, and he has supervised more than 40 PhD students. He is a member of the National Academy of Science and the American Academy of Arts and Sciences and a Fellow of the Institute of Mathematical Statistics.

Bibliographic information

• Title: Probability: Theory and Examples; Cambridge Series in Statistical and Probabilistic Mathematics
• Author: Rick Durrett
• Edition: 4, illustrated
• Publisher: Cambridge University Press, 2010
• ISBN: 0521765390, 9780521765398
• Length: 440 pages
• Subjects: Mathematics / Probability & Statistics / General