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Probability Theory cover

Probability Theory

A Comprehensive Course

by Achim Klenke

3rd Edition

Publisher: Springer

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Book Details

Print ISBN9783030564018
eText ISBN9783030564025
PublisherSpringer
Publishing Year2020
Edition3rd Edition
LanguageEnglish
Pages716

Probability Theory: A Comprehensive Course, 3rd Edition, offers a self-contained and mathematically rigorous treatment of modern probability theory. Authored by Achim Klenke, the textbook intersperses core probability topics with chapters on measure theory to demonstrate the power of abstract mathematical concepts.

The volume covers foundations as well as advanced subjects, tracing connections to practical applications in physics, biology, finance, and computer science. Topics include limit theorems for sums of random variables, martingales, percolation, and stochastic differential equations.

Intended for students and researchers across mathematics, statistics, and related sciences, the 2020 edition incorporates more than 290 exercises, end-of-section summaries, and self-reflection questions.

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