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An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition 3rd Edition
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Top Customer Reviews
This is a difficult book and was not widely used even in the 70s as a textbook. I can recall the word "idiosyncratic" being used by someone to describe the book. The problem is that the book seeks to address deep issues and that requires hard work. It is not the sort of book a struggling student will find helpful. As one matures as a mathematician one can appreciate the incredible depth of the material. As a practical example - about 30 years after I first touched this book a Head of Quant approached me in relation to a paper by Marsaglia on distributions of ratios of normal variates. The verification of Marsgalia's derivation (which is non-trivial) is to be found as a series of 3 problems in Vol 1.
With the development of stochastic calculus in the finance world Feller can look a bit outdated but if you can understand the core material you are doing well. Stochastic calculus would be a push over.
Vols 1 and 2 present a treasure trove for those who want to delve into the area. I still use Feller's coin tossing example from Vol 1 to demonstrate to those in the finance world that their understanding of the "law of averages" is imperfect.
The funny thing is that Vol 2 (which I could never afford as a student) is so hard to get. I think that was because Vol 2 was regarded as even more obscure than Vol 1. I got a copy from Amazon second hand and it is now united with its twin in my study.
BONDI BEACH AUSTRALIA
Whatever your preferred writing style is, Feller is probably a "must-read" if you're involved on probability theory, just because of its importance in the literature, not because you like it. Maths are not just about formalism, they're also a matter of culture.
This book's philosophy falls into the second category. William Feller has never thought of it, at least not that I know, as a branch of measure theory. People who have completed both of the volumes may have known this.
I'm not saying which one is more appropriate. But I know that this book is currently the best of all the books that are based on the second thought... When I need intuitive ideas, I often call for it. I believe you'll find it useful too, no matter who you are...
Feller's elegant and lateral approach to the essential elements of probability theory and their application to many diverse and apparently unrelated contexts is head-noddingly inspiring.
Working your way through all the exercises in the book would be an excellent retirment diversion sure to stave off the onset of dementia.
It is a pleasure to read a book from one of the masters of probability. You can feel, page after page, how the author goes on and on, introducing ideas and concepts in such an intuitive way, that you want to keep on reading.
The chapter dedicated to random walks is particularly illuminating.
The more you read, the more you get into the incredible depth of the text.
Volume I is dedicated to the discrete probability and Volume II to the continuous (measure-theoretic) probability.
If you are interested in the subject, you must have both volumes. Every time you pick up one of them, you will discover a hidden treasure not unveiled in previous readings.
Most Recent Customer Reviews
I would like to buy this book and I have looked at the first pages. I have found a mistake in the middle of page 10:
When we put r=4 balls in 3 cells, the sample space... Read more
Just great book on probability. The exposition is excellent. I just start reading. The review on subjects I already knew are well for us who teach probability in high school.Published on December 22, 2013 by julio a nunez pagan
I am getting ready to teach an introduction to statistics class for non-math majors and I needed to find some material to help frame my probability lectures. Read morePublished on December 14, 2013 by I Teach Typing
This is thus far the best book on probability theory i've ever read. Its accessible, detailed, and has enough examples to make sure you can wrap your head around each topic... Read morePublished on June 29, 2013 by Bleep Bloop
The author is famed for his intuition about probability.
He gets to the gist of the idea without alot of math. Read more
It is a great classic. Old but still one of the best textbooks. Everyone interested in probability should have it on the bookshelf.Published on February 5, 2010 by J. Englander