Probability Theory: A Comprehensive Course

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 understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, i...