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An Introduction to Probability Theory and Its Applications, Vol. 2
 
 
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An Introduction to Probability Theory and Its Applications, Vol. 2 [Paperback]

William Feller (Author)
4.4 out of 5 stars  See all reviews (5 customer reviews)

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Book Description

0471257095 978-0471257097 1971 Volume 2
Major changes in this edition include the substitution of probabilistic arguments for combinatorial artifices, and the addition of new sections on branching processes, Markov chains, and the De Moivre-Laplace theorem.

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Product Details

  • Paperback: 669 pages
  • Publisher: Wiley; Volume 2 edition (1971)
  • Language: English
  • ISBN-10: 0471257095
  • ISBN-13: 978-0471257097
  • Product Dimensions: 8.9 x 6 x 1.9 inches
  • Shipping Weight: 2.4 pounds (View shipping rates and policies)
  • Average Customer Review: 4.4 out of 5 stars  See all reviews (5 customer reviews)
  • Amazon Best Sellers Rank: #432,495 in Books (See Top 100 in Books)

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Average Customer Review
4.4 out of 5 stars (5 customer reviews)
 
 
 
 
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27 of 28 people found the following review helpful:
4.0 out of 5 stars the most thought provoking probability book ever written, February 8, 2008
This review is from: An Introduction to Probability Theory and Its Applications, Vol. 2 (Paperback)
This is the book we called Feller Volume II in graduate school. We used it to sharpen our intuition about probability. Feller was a master at explaining difficult things in simple ways. This includes the waiting time paradox and Benford's laws. For structure and rigor we looked elsewhere, Chung and/or Neveu. But Feller's books brought a joy and love for the subject. No statistician or probabilist should be without a copy on his shelf!
In spite of the fact that Feller produced one of the most general versions of the central limit theorem, there are no asymptotic theorems or proofs in this book.
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8 of 9 people found the following review helpful:
5.0 out of 5 stars A Great Classical Book, September 22, 2005
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This review is from: An Introduction to Probability Theory and Its Applications, Vol. 2 (Paperback)
I used volume I in my class in probability at CALTECH in 1980/81. While never sacrificing rigor, Prof. Feller had the rare gift of explaining difficult things is such away, that they would become not only mathematically clear, but also intuitively obvious.

I consider this book one of the best math books available!
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8 of 18 people found the following review helpful:
5.0 out of 5 stars daunting, very duanting, June 12, 2002
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This review is from: An Introduction to Probability Theory and Its Applications, Vol. 2 (Paperback)
This book is one of the tomes of probability theory. The material covered is not for the faint of heart though. The text explains things as do most graduate level math texts, in proofs and theory.
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Inside This Book (learn more)
First Sentence:
In the course of volume 1 we had repeatedly to deal with probabilities defined by sums of many small terms, and we used approximations of the form (1.1). Read the first page
Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
extended continuity theorem, standard renewal equation, bivariate characteristic function, completely monotone sequence, ladder variables, residual waiting time, ladder index, ladder indices, renewal epochs, random walk drifts, divisible characteristic function, partial attraction, positive partial sums, ladder epoch, common exponential distribution, waiting time paradox, binomial random walk, renewal theorem, arithmetic distributions, infinitely many jumps, exchangeable variables, divisible distributions, completely monotone functions, ladder point, proper probability distribution
Key Phrases - Capitalized Phrases (CAPs): (learn more)
Sparre Andersen, Duke Math
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