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Probability theory book recommendations

Anonymous Tue 14 Jul 11:25:27 2020 No.11899895 View Reply Original Report

Quoted By: >>11899903 >>11900295 >>11900417

I'm aware of
Stirzaker, Durrett, and Klemke.
Which one is the best?

Anonymous

Anonymous Tue 14 Jul 2020 11:31:00 No.11899903 Report

Quoted By:

>>11899895
why don't you read them and find out?

Anonymous

Anonymous Tue 14 Jul 2020 11:31:48 No.11899905 Report

Quoted By:

The probability of you picking the best one at random is 33%. Good luck OP.

Anonymous

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Anonymous Tue 14 Jul 2020 11:47:12 No.11899939 Report

Quoted By: >>11900272

Klenke is already quite good, but pic related is my favorite

Anonymous

Anonymous Tue 14 Jul 2020 15:00:25 No.11900272 Report

Quoted By:

>>11899939
Why? What are the differences?

Anonymous

Anonymous Tue 14 Jul 2020 15:13:41 No.11900295 Report

Quoted By:

>>11899895
Beginner or graduate?
For beginner, always start with feller. Chad introduction.
For intermediate, i like billingsley. A bit light on stochastic stuff, but really good otherwise.

Anonymous

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Anonymous Tue 14 Jul 2020 16:06:46 No.11900417 Report

Quoted By:

>>11899895

Probability (Graduate Texts in Mathematics) (v. 95) - Albert N. Shiryaev

And because you can only get a deep understanding when you know where intuition fails:

Counterexamples in Probability - Jordan M. Stoyanov

Anonymous

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Anonymous Tue 14 Jul 2020 17:20:38 No.11900639 Report

Quoted By:

not a book rec but is this shit any good?

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