I’m looking for a book that provides deep, rigorous coverage of probability theory, but with an emphasis on material that is mostly useful outside of a mathematics department. I’ve heard “The Theory of Probability: Explorations and Applications” is pretty good, but I wanted to get some other suggestions.
For example, Achim Klenke’s book is way too much for me…it’s organized for theorem proving, not applications as far as I could tell. Also not a big fan of Durrett’s books from what I’ve perused, or Billingsley or Feller…again, too much of a mathematics research focus.
Thanks for any suggestions!
1000 Exercices is the best book you can buy. Why ?
- Cover the full range of probability.
Provide exercice based of the probability: Put in practise because there is a big gap between Theory books and real Proba problems.
Prepare you well for Quizz, and make your brain in good shape….
You can keep forever as a book of how to solve problems…
http://www.amazon.com/Thousand-Exercises-Probability-Geoffrey-Grimmett/dp/0198572212
Good books for learning Applied Probability? – stats.stackexchange.com #JHedzWorlD
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