Probability Theory (Courant Lecture Notes)
by S. R. S. Varadhan
Buy on AmazonThis book gives a complete overview of the basis of probability theory with some grounding in measure theory, and presents the main proofs. It is remarkable because of its concision and completeness: visibly prof Varadhan lectured from these notes and kept improving on them until we got this gem. There is not a single sentence too many, yet nothing is missing. For those who don’t know who he is, Varadhan stands as one of the greatest probabilists of all time. Learning probability from him is...
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"This book gives a complete overview of the basis of probability theory with some grounding in measure theory, and presents the main proofs. It is remarkable because of its concision and completeness: visibly prof Varadhan lectured from these notes and kept improving on them until we got this gem. There is not a single sentence too many, yet nothing is missing. For those who don’t know who he is, Varadhan stands as one of the greatest probabilists of all time. Learning probability from him is..."
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