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Sheldon M.Ross,Erol A.Pekoez

A Second Course in Probability

A Second Course in Probability

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  • More about A Second Course in Probability

This text is a comprehensive and accessible introduction to advanced probability topics, covering measure theory, limit theorems, bounding probabilities, expectations, coupling, Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. It is ideal for students taking an advanced undergraduate or graduate course in probability and for professionals in relevant application domains.

Format: Paperback / softback
Length: 196 pages
Publication date: 21 September 2023
Publisher: Cambridge University Press


This comprehensive textbook, written by Sheldon Ross and Erol Peköz, delves into advanced probability topics while maintaining a minimal mathematical prerequisites. It covers a wide range of subjects, including measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. Unlike any other text in the field, this one offers a rigorous yet accessible coverage of these topics, making it suitable for undergraduate students with a solid understanding of calculus and probability.

In the latest edition, the authors have introduced new sections on the gambler's ruin problem, Stein's method for exponential approximations, and applications of the martingale stopping theorem. Additionally, numerous end-of-chapter exercises have been included, with selected solutions available. This textbook serves as an ideal resource for students pursuing advanced undergraduate or graduate courses in probability, as well as professionals working in relevant application domains such as finance and machine learning.

The authors have done an excellent job in presenting the material in a clear and concise manner, making it accessible to a wide audience. They have also included numerous examples and exercises to help students grasp the concepts and apply them to real-world scenarios. Overall, this textbook is a valuable asset for anyone interested in advancing their knowledge of probability and its applications.

Weight: 290g
Dimension: 152 x 229 x 13 (mm)
ISBN-13: 9781009179911
Edition number: 2 Revised edition

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