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Probability - Shiryaev, Albert N, and Wilson, Stephen S (Translated by)
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This two-volume textbook set presents a systematic treatment of probability from the ground up. It begins with intuitive ideas and gradually develops more sophisticated subjects, such as random walks, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Numerous detailed examples and exercises are provided throughout. In addition to the thorough presentation of probability, a historical exposition is presented that ...

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Probability 1995, Springer, New York, NY

ISBN-13: 9780387945491

2nd 1996 edition

Hardcover