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Probability Theory: A Concise Course
This clear exposition begins with basic concepts and moves on to combination of events, dependent events and random variables, Bernoulli trials and the De Moivre-Laplace theorem, a detailed treatment of Markov chains, continuous Markov processes, and more. Includes 150 problems, many with answers. Indispensable to mathematicians and natural scientists alike.
160 pages, Paperback
First published June 1, 1977
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Displaying 1 - 11 of 11 reviews
September 24, 2016
Short and concise. Every sentence is meaningful. For those who does not like to waste their time.
August 21, 2015
A great book. I like how it actually explains the symbols that they use to describe the problems rather than expecting you to know right away or before hand. Among the topics discussed in this book are; the Weak and Strong Laws of Large Numbers, Binomial, Poisson and Normal distributions, random variables and Markov Chains.
This is a very densely packed little volume, and it is well worth the price to me. It contains some problems but not all of them have answers. At the end of the book is a bibliography if you want to find some more books like this one, and a few appendices that describe Game Theory and Information Theory to an extent.
This is a very densely packed little volume, and it is well worth the price to me. It contains some problems but not all of them have answers. At the end of the book is a bibliography if you want to find some more books like this one, and a few appendices that describe Game Theory and Information Theory to an extent.
June 24, 2017
My knowledge of probability theory was rather basic. I took my time to read every chapter thoroughly, in order to understand each of the formulas. This 140p-book makes every word count. Each example makes clear which of the formulas are really important and how they are applied. Every chapter is built upon the material from previous chapters. The Markov chains/processes were less interesting but the shorter appendices on information theory and game theory were more appealing. Recommended for anybody starting on probability theory.
August 2, 2013
Very happy to learn the secretary problem...
August 18, 2024
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{\displaystyle {1 \over n}\sum _{k=1}^{n}a_{k}b_{k}\geq \left({1 \over n}\sum _{k=1}^{n}a_{k}\right)\!\!\left({1 \over n}\sum _{k=1}^{n}b_{k}\right)\!.}
Similarly, if
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{\displaystyle {1 \over n}\sum _{k=1}^{n}a_{k}b_{k}\leq \left({1 \over n}\sum _{k=1}^{n}a_{k}\right)\!\!\left({1 \over n}\sum _{k=1}^{n}b_{k}\right)\!.}
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{\displaystyle {1 \over n}\sum _{k=1}^{n}a_{k}b_{k}\geq \left({1 \over n}\sum _{k=1}^{n}a_{k}\right)\!\!\left({1 \over n}\sum _{k=1}^{n}b_{k}\right)\!.}
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{\displaystyle {1 \over n}\sum _{k=1}^{n}a_{k}b_{k}\leq \left({1 \over n}\sum _{k=1}^{n}a_{k}\right)\!\!\left({1 \over n}\sum _{k=1}^{n}b_{k}\right)\!.}
December 1, 2024
The greatest introduction to Probability Theory. The book is very concise and each sentence matters. An excellent set of problems too. In 8 chapters, I went from high school level knowledge to Stochastics. We need more such books!
March 5, 2019
Contents were fine, but I need something a bit friendlier.
November 27, 2021
Dover books in general rarely dissapoint. This book confirmed this theory once more. Very compact introduction to Probability theory, and some applications of it like Information theory. Must have.
January 25, 2025
Short and sweet. Has awkward notation and not the most comprehensive or interesting book on probability theory. IMO a bad first book, but a decent refresher if that's all you're looking for.
June 14, 2016
*Probably* the best reference book for anyone who deals with probability concepts frequently. Surprisingly readable for a math book. I've looked things up, and then lost time as I kept reading until someone snapped me out of it. Unpretentious... and only 160 pages. You could carry it around in your back pocket.
September 9, 2016
This was not a good intro book for probability it's more for someone that has already studied the subject and needs a refresher, or as a supplemental material.
Displaying 1 - 11 of 11 reviews