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Probability : theory and examples / Rick Durrett.

By: Durrett, Richard, 1951-.
Material type: TextTextSeries: Cambridge series on statistical and probabilistic mathematics: Publisher: Cambridge ; New York : Cambridge University Press, 2010Edition: 4th ed.Description: x, 428 p., USD 78.00 ill. ; 27 cm.ISBN: 9780521765398 (hardback); 0521765390 (hardback).Subject(s): ProbabilitiesDDC classification: 519.2
Contents:
Measure theory -- Laws of large numbers -- Central limit theorems -- Random walks -- Martingales -- Markov chains -- Ergodic theorems -- Brownian motion -- Appendix A. Measure theory details.
Summary: "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"--
Item type Current location Call number Status Date due Barcode Item holds
Book Chennai Mathematical Institute
General Stacks 		519.2 DUR (Browse shelf) Available 8869
Total holds: 0

Includes bibliographical references and index.

Measure theory -- Laws of large numbers -- Central limit theorems -- Random walks -- Martingales -- Markov chains -- Ergodic theorems -- Brownian motion -- Appendix A. Measure theory details.

"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"--