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Probability Theory and Examples [Durret] - mklabgr - 06-09-2026

Probability: Theory and Examples
by Rick Durret

Summary  This book is an introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications.

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