Name: Probability: Theory and Examples
Availability: InStock
Rating: 4.89 (9 reviews)

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.

9 reviews for Probability: Theory and Examples

squall-leonhart-8

Rated 4 out of 5

July 24, 2017

Quality of International Edition seems quite usable and you can save $$$ with it

I got this book for a graduate level class I am taking next semester (Fall 2017), so I have not really looked at the content in this book at all yet a...More
I got this book for a graduate level class I am taking next semester (Fall 2017), so I have not really looked at the content in this book at all yet and have no comment on the content. I will update this review if I have antyhing to say on the content after going through it this next semester. My main purpose of this review at this moment is to comment on the quality of the international edition. I ordered the international edition from an Amazon seller called Lowcost Bukz, and the international edition seems to be a decent quality and not an extraordinarily bad quality as some reviews on here make it seem. While, as I read in a review, the paper does seem a bit thin and "newspaper-like", the printing is clear and readable. I ordered it new and it came a bit beat up, but that is not a huge problem and likely to be expected with most international editions. Overall, the book is usable and readable and seems like it should stand up well as long as one is not too rough with the book. Also, with a bit of Googling you can likely find a PDF copy of it as a back up should something happen to the international edition. Overall, I would recommend ordering the international edition of this book if you want to save a bit of money (roughly $30+) and want a physical book (it tends to be easier to flip around in the book, such as if you need to refer to information earlier in the book for doing a problem, with a physical copy than with a PDF). I do not think given the quality of the international edition that it is worth spending a lot more money for the U.S. edition. I will update this review if I notice anything else about the quality or if I have comments in the future about the content.

Update 12/23/2017:
After finishing the semester, the book seemed to hold up well. It is still intact though the cover is now a bit bent. I did not travel to often with it and the bends in the soft cover mostly came from when I did do the traveling. I have put clear contact paper on a number of my soft covers which helps them stay sturdy, and I did not get the chance to put the contact paper on this book, so it likely would have held up even better with that added protection. As far as the content, I found the writing to be rather dry. However, reading the text was still useful and there are numerous practice problems, a few even with answers given. The course I took covered complex integration, series solutions of differential equations, integral equations, orthogonality, Green's functions, and group theory. I found Mary Boas' Mathematical Methods in the Physical Sciences to be helpful in my course, as well. It covers many of the same topics as this book and Boas' book often covered the topics more clearly, so if you have the extra cash to purchase Boas' book or if you can find a PDF copy of it, I would highly recommend that book in addition to this one.

Helpful? 0 0