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Probability : theory and examples

Author:Richard Durrett (Author)

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"-- Provided by publisher

eBook, English, ©2010

Edition:4th ed View all formats and editions

Publisher: Cambridge University Press, Cambridge, ©2010

Series:

Cambridge series on statistical and probabilistic mathematics

Physical Description:1 online resource (x, 428 pages) : illustrations

ISBN:

9780511918445, 9780511914676, 9780511779398, 9780511912870, 0511918445, 0511914679, 0511779399, 0511912870

OCLC Number / Unique Identifier:669507604

Subjects:

MATHEMATICS Probability & Statistics General

Probability Theory

Additional Physical Form Entry:

Print version:

Durrett, Richard, 1951-

Contents:

Measure theory

Laws of large numbers

Central limit theorems

Random walks

Martingales

Markov chains

Ergodic theorems

Brownian motion

Appendix A. Measure theory details

More Information:

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