Skip to main content Accessibility help
×
  • The digital format of this book is no longer available to purchase from Cambridge Core. Other formats may be available.
  • 4th edition
    Show more authors
  • You may already have access via personal or institutional login
  • Select format
  • Publisher:
    Cambridge University Press
    Publication date:
    05 June 2012
    30 August 2010
    ISBN:
    9780511779398
    Dimensions:
    Weight & Pages:
    Dimensions:
    Weight & Pages:
You may already have access via personal or institutional login
Selected: Paperback
View cart Buy from Cambridge.org

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

Refine List

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
×

Metrics

Altmetric attention score

Full text views

Total number of HTML views: 0
Total number of PDF views: 0 *
Loading metrics...

Book summary page views

Total views: 0 *
Loading metrics...

* Views captured on Cambridge Core between #date#. This data will be updated every 24 hours.

Usage data cannot currently be displayed.

Accessibility standard: Unknown

Why this information is here

This section outlines the accessibility features of this content - including support for screen readers, full keyboard navigation and high-contrast display options. This may not be relevant for you.

Accessibility Information

Accessibility compliance for the PDF of this book is currently unknown and may be updated in the future.