An Intermediate Course in Probability [Paperback]

This is the only book that gives a rigorous and comprehensive treatment with lots of examples, exercises, remarks on this particular level between the standard first undergraduate course and the first graduate course based on measure theory.

There is no competitor to this book.

The book can be used in classrooms as well as for self-study.

This book covers the basic results and methods in probability theory. This new edition offers updated content, 100 additional problems for solution, and a new chapter glimpsing further topics such as stable distributions, domains of attraction and martingales.

The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses (in probability and/or statistics). The presentation is fairly thorough and detailed with many solved examples. Several examples are solved with di erent methods in order to illustrate their di erent levels of sophistication, their pros, and their cons. The motivation for this style of exposition is that experience has proved that the hard part in courses of this kind usually is the application of the results and methods; to know how, when, and where to apply what; and then, technically, to solve a given problem once one knows how to proceed. Exercises are spread out along the way, and every chapter ends with a large selection of problems. Chapters 1 through 6 focus on some central areas of what might be called pure probability theory: multivariate random variables, conditioning, tra- forms, order variables, the multivariate normal distribution, and convergence.Multivariate Random Variables.- Conditioning.- Transforms.- Order Statistics.- The Multivariate Normal Distribution.- Convergence.- An Outlook on Further Topics.- The Poisson Process.

From the reviews of the second edition:

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