Saturday, 3 March 2012

Probability Theory and Stochastic Processes

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales.From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS
http://www.ziddu.com/download/15524442/ProbabilityRandomVariablesandStochasticProcesses.rar.html