Probability: Theory and Examples by Rick Durrett
Publisher: Cambridge University Press 2010
ISBN/ASIN: 0521765390
ISBN-13: 9780521765398
Number of pages: 372
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.
Mathematics Probability & Statistics Probability