Probability by Rick Durrett

Probability by Rick Durrett

This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Itô's formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition re-instates discussion about the central limit theorem for martingales and stationary sequences.

'Probability: Theory and Examples 5th Edition still holds true to its original goal that as the theory is developed, the focus of attention will be on examples with hundreds of examples provided and hundreds of example problems given as exercises for the reader' Brent Kelderman, MAA Reviews

Rick Durrett is a James B. Duke professor in the mathematics department of Duke University, North Carolina. He received his Ph.D. in Operations Research from Stanford University in 1976. After nine years at University of California, Los Angeles and twenty-five at Cornell University, he moved to Duke University in 2010. He is the author of 8 books and more than 220 journal articles on a wide variety of topics, and has supervised more than 45 Ph.D. students. He is a member of National Academy of Science, American Academy of Arts and Sciences, and a fellow of the Institute of Mathematical Statistics, and of the American Mathematical Society.

SKU	Unavailable
ISBN 13	9781108473682
ISBN 10	1108473687
Title	Probability
Author	Rick Durrett
Series	Cambridge Series In Statistical And Probabilistic Mathematics
Condition	Unavailable
Binding Type	Hardback
Publisher	Cambridge University Press
Year published	2019-04-18
Number of pages	496
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable