A Course in Probability by Neil A. Weiss, Paul T. Holmes, and Michael Hardy is a textbook that covers the mathematical theory and applications of probability. It is intended for students in mathematics, statistics, operations research, engineering, and computer science, as well as for mathematically oriented students in the physical and social sciences. The prerequisite material consists of basic set theory and a firm foundation in elementary calculus, including infinite series, partial differentiation, and multiple integration. Some exposure to rudimentary linear algebra is also desirable.
The book has 12 chapters and 789 pages. The topics include distribution functions, measure theory, random variables, expectation, independence, convergence concepts, law of large numbers, random series, characteristic functions, central limit theorem, conditional expectation and martingales, and Markov chains. The book also includes pedagogical techniques such as examples, exercises, hints, solutions, summaries, and historical notes.
The book was first published in 2005 by Pearson Addison Wesley. It is available in hardcover and paperback formats. A pdf version of the book can be found online, but it may not be authorized by the publisher or the authors. Therefore, readers are advised to purchase the book from a legitimate source or access it through a library or an academic institution.
A Course in Probability by Weiss et al. is one of the classic textbooks on probability theory due to its elite level of sophistication and rigor. It is suitable for advanced undergraduate or graduate courses on probability or for self-study by researchers or professionals who want to deepen their understanding of probability. The book has received positive reviews from students and instructors who praised its clarity, comprehensiveness, and elegance.
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