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Probability Theory: Third Edition

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Book Details

  • Author: Michel Loeve

  • Publisher: Dover

  • Edition: 3rd Edition

  • Binding: Paperback

  • Number of Pages: 685

  • Release Date: 18-07-2017

  • EAN: 9780486814889

  • Package Dimensions: 8.9 x 6.0 x 1.5 inches

  • Language: English

About The Book
This scholarly and advanced text in probability theory is considered a standard work for graduate students and professionals in the field of probability and statistics. Initially published in 1963, it remains a definitive resource. The book begins with foundational concepts, including measure theory and general probability tools, and progresses into deeper topics such as sums of independent random variables, the central limit theorem, and conditioning.

The comprehensive coverage extends to more advanced material, such as ergodic theorems, martingales, and Markov processes, making this text invaluable to serious students of probability theory. Its elegance and depth have made it a classic in the field, and it continues to serve as a go-to reference for advanced learners.