
Probability
Theory and Examples
Rick Durrett(Author)
Cambridge University Press
5th Edition
Published on 18. April 2019
Book
Hardback
430 pages
978-1-108-47368-2 (ISBN)
Description
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 Ito'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.
Reviews / Votes
'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 ReviewsMore details
Series
Edition
5th Revised edition
Language
English
Place of publication
Cambridge
United Kingdom
Target group
College/higher education
Edition type
Revised edition
Illustrations
Worked examples or Exercises; 20 Line drawings, black and white
Dimensions
Height: 260 mm
Width: 183 mm
Thickness: 28 mm
Weight
1003 gr
ISBN-13
978-1-108-47368-2 (9781108473682)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

E-Book
04/2019
Cambridge University Press
€58.99
Available for download

E-Book
04/2019
5th Edition
Cambridge University Press
€70.99
Available for download
Previous edition

Book
08/2010
4th Edition
Cambridge University Press
€79.22
Article exhausted; check for reprint
Person
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.
Content
1. Measure theory; 2. Laws of large numbers; 3. Central limit theorems; 4. Martingales; 5. Markov chains; 6. Ergodic theorems; 7. Brownian motion; 8. Applications to random walk; 9. Multidimensional Brownian motion; Appendix. Measure theory details.