Probability: theory and examples . /
Rick Durrett
- 4th ed.
- Cambridge: CUP, 2010.
- x, 428 p.: ill.; 23 cm.
- Cambridge Series in Statistical and Probabilistic Mathematics .
Includes bibliographic references and index
Contents: Measure theory -- Laws of large numbers -- Central limit theorems -- Random walks -- Martingales -- Markov chains -- Ergodic theorems -- Brownian motion -- Appendix A Measure theory details --