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Probability: Theory and Examples (Cambridge Series in Statistical and Probabilistic Mathematics)
Probability Theory and Examples - Cambridge Series in Statistical and Probabilistic Mathematics Author:Rick Durrett 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 probabilit... more »y is to see it in action, so there are 200 examples and 450 problems.« less