This fourth edition contains several additions. The main ones con cern three closely related topics: Brownian motion, functional limit distributions, and random

Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundations.

Sinai's book leads the student through the standard material for ProbabilityTheory, with stops along the way for interesting topics such as statistical mechanic

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Using the Kolmogorov model, this intermediate-level text discusses random variables, probability distributions, mathematical expectation, random processes, more