sábado, 8 de mayo de 2010

Foundations of modern probability

PDF | english | 8Mb

The second edition of this admirable book has grown by well over one hundred pages, including such new material as: multivariate and ratio ergodic theorems, shift coupling, Palm distributions, entropy and information, Harris recurrence, invariant measures, strong and weak ergodicity, Strassen's LIL and the basic large deviation results. Also, a lot of existing material has been rewritten and expanded. I repeat a statement from my review of the first edition: "From the table of contents it is difficult to believe behind all these topics a streamlined readable text is at all possible. It is: Convince yourself." Those who own the first edition should make some extra space for this second edition. Those who do not yet own a copy: buy one!"

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