When a doctor tells you thereÂs a one percent chance that an operation will result in your death, or a scientist claims that his theory is probably true, what exactly does that mean? Understanding probability is clearly very important, if we are to make good theoretical and practical choices. In this engaging and highly accessible introduction to the philosophy of probability, ...(展开全部)

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 ...(展开全部)

This introduction to Probability Theory can be used, at the beginning graduate level, for a one-semester course on Probability Theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as Finance Theory (Economics), Electrical Engineering, and Operat...(展开全部)

For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises. Most of...(展开全部)

This is a masterly introduction to the modern and rigorous theory of probability. The author adopts the martingale theory as his main theme and moves at a lively pace through the subject's rigorous foundations. Measure theory is introduced and then immediately exploited by being applied to real probability theory. Classical results, such as Kolmogorov's Strong Law of Large Numb...(展开全部)

Probability and Measure Anniversary Edition This Anniversary Edition of Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining intact the unique approach of the Third Edition , this text interweaves material on probability and measure, so that probability problems generate an inter...(展开全部)