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Book Review of Probability Theory: A Concise Course

Probability Theory: A Concise Course
reviewed on + 12 more book reviews


You will probably remember the translator Silverman from his wonderful work with a famous analysis course by Fikhtengols, here the text is once more readable and flowing. The topics starts with introductory material but move on beyond the basic combinatorics everybody already knows and into the more important topics you will meet at the more thorough probability courses: random variables, expectations, Markov. The community college students would find it probably too advanced, because of its depth.
I think this book has a nice transition from senior undergrad program to basic graduate concepts,there are enough interesting exercises to test yourself with. The book is too short to be used for reference throughout the entire Probability courses MIT style, but it does touch on many of your instructor's favorites. Furthermore, the succinct style made it easier for me to see how the various topics related to each other.