
This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory. Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to...

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including:
- limit theorems for sums of random variables
- martingales
-...


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