Probability

Probability : Theory and Examples

3.68 (22 ratings by Goodreads)
  • Hardback
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Description

This text is designed for a one-term or one-year course in probability. Throughout the book, as theory is developed, Durrett presents many examples and emphasizes results that are useful in solving problems. An appendix gives complete proofs of the results needed to form measure theory. Also included are a numer of nonstandard topics, such as large deviations, local limit theoremcs, renewal theory, Markov chains on general state space, subadditive ergodic theory, and central limit theorems for stationary sequences and martingales. This text is also a useful reference for people who study probability or apply it in their work. This book should be of interest to first year undergraduates with experience of calculus taking courses in probability.show more

Product details

  • Hardback | 464 pages
  • 165.1 x 236.22 x 35.56mm | 771.1g
  • Cengage Learning, Inc
  • Duxbury Press
  • United States
  • 0534132065
  • 9780534132064

Table of contents

Introductory lecture. Laws of large numbers. Central limit theorems. Random walks. Martingales. Markov chains. Ergodic theorems. Brownian motion. The essentials of measure theory.show more

Rating details

22 ratings
3.68 out of 5 stars
5 18% (4)
4 41% (9)
3 32% (7)
2 9% (2)
1 0% (0)
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