Basic Principles and Applications of Probability Theory 2005th Edition by Valeriy Skorokhod (PDF)

Description

The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn about the basic concepts of probability and its applications, preparing them for more advanced and specialized works.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐This book is quite strong, it teaches concepts of advanced (measure-theoretic) probability theory, including stochastic processes and a few topics in mathematical statistics/applied probability. It is not as comprehensive as Shiriaev’s magnum opus “Probability, Second Edition”, but this one is much shorter, concise and to the point. Shiriaev can take a long time to read, with its 600+ pages, whereas this volume is less than 300 pages. Consider also Sinai & Koralev’s upcoming new book, which is more or less the second edition of Sinai’s book “Probablity theory: An introductory course”. For undergraduates studying probability theory for the first time should have no problem with Skorokhod’s book, which it quite nice, because it doesn’t dwell too much on trivialities, and presents short, elegant proofs (many one-liner proofs can be found).

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