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An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition 3rd Edition

by William Feller (Author)
4.7 4.7 out of 5 stars 37 ratings
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A complete guide to the theory and practical applications of probability theory

An Introduction to Probability Theory and Its Applications uniquely blends a comprehensive overview of probability theory with the real-world application of that theory. Beginning with the background and very nature of probability theory, the book then proceeds through sample spaces, combinatorial analysis, fluctuations in coin tossing and random walks, the combination of events, types of distributions, Markov chains, stochastic processes, and more. The book's comprehensive approach provides a complete view of theory along with enlightening examples along the way.

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  1. ISBN-10
    0471257087
  2. ISBN-13
    978-0471257080
  3. Edition
    3rd
  4. Publisher
    Wiley
  5. Publication date
    January 1, 1968
  6. Language
    English
  7. Dimensions
    6.26 x 1.13 x 9.25 inches
  8. Print length
    509 pages
  9. See all details
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Editorial Reviews

From the Publisher

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.

About the Author

William "Vilim" Feller was a Croatian-American mathematician specializing in probability theory.

Product details

  • Publisher ‏ : ‎ Wiley; 3rd edition (January 1, 1968)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 509 pages
  • ISBN-10 ‏ : ‎ 0471257087
  • ISBN-13 ‏ : ‎ 978-0471257080
  • Item Weight ‏ : ‎ 1.9 pounds
  • Dimensions ‏ : ‎ 6.26 x 1.13 x 9.25 inches
  • Customer Reviews:
    4.7 4.7 out of 5 stars 37 ratings

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William Feller

William Feller

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4.7 out of 5 stars
4.7 out of 5
We don’t use a simple average to calculate the overall star rating and percentage breakdown by star. Our system gives more weight to certain factors—including how recent the review is and if the reviewer bought it on Amazon. Learn more
37 global ratings
Excellent Probability Book But Not An Introduction
4 Stars
Excellent Probability Book But Not An Introduction
The title could be almost comical calling this an introduction. Just a quick flip through of the book will show how advanced it is with some extremely complex mathematics. See the attached photo from page 361.The author says that 7.3 is "easily verified". The most difficult of conclusions are named obvious and easy by the author. Feller is exceptionally brilliant, but he has real difficulty explaining concepts to someone below his level.Content in the book is excellent if you are willing to put in the time. There were some really interesting conclusions about "fair" games and how often the theory diverges from what one observes in real world situations.This book could be really useful for someone interested in advanced theoretical probability theory.
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Top reviews from the United States

Carles V
5.0 out of 5 stars Possibly the best classic intuition book on probability
Reviewed in the United States on December 6, 2011
Verified Purchase
If you want to get an intuitive understanding of probability theory, with a lot of examples and applications, this is the book you must purchase.

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.
22 people found this helpful
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Bleep Bloop
5.0 out of 5 stars Excellent Book on Probability
Reviewed in the United States on June 29, 2013
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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 thouroughly, often referring to past examples and expanding on them. It's a joy to read (as much as a math text can be anyway). I ended up hunting down Vol 2 in used but good condition to complete the set. I'd recommend these books to anyone that wants to get a strong grasp of probability theory. Definitely one of the prizes of my math text collection.
11 people found this helpful
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C1
5.0 out of 5 stars Build intuitions and understanding
Reviewed in the United States on February 16, 2013
Verified Purchase
This book is a true classic on probability using frequentist approach. It's full of wisdom! Unlike contemporary books that give quick formulas, this classic is dense and presents a slower learning experience. Its emphasis is on deep understanding and analysis instead of merely performing calculations. There are lots of interesting examples that help build up the reader's intuitions that can last. For example, its explanations on Poisson distribution is one of the best I've come across. It should be every scientist's reference book.
22 people found this helpful
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R. J. V. Jackson
5.0 out of 5 stars a classical text
Reviewed in the United States on April 8, 2013
Verified Purchase
The author is famed for his intuition about probability.
He gets to the gist of the idea without alot of math.
This book is useful for teaching very creative people
as it has a wide variety of problems from easy to
research level (what ever that might be...)
6 people found this helpful
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William P Ross
4.0 out of 5 stars Excellent Probability Book But Not An Introduction
Reviewed in the United States on September 22, 2016
Verified Purchase
The title could be almost comical calling this an introduction. Just a quick flip through of the book will show how advanced it is with some extremely complex mathematics. See the attached photo from page 361.

The author says that 7.3 is "easily verified". The most difficult of conclusions are named obvious and easy by the author. Feller is exceptionally brilliant, but he has real difficulty explaining concepts to someone below his level.

Content in the book is excellent if you are willing to put in the time. There were some really interesting conclusions about "fair" games and how often the theory diverges from what one observes in real world situations.

This book could be really useful for someone interested in advanced theoretical probability theory.
Customer image
William P Ross
4.0 out of 5 stars Excellent Probability Book But Not An Introduction
Reviewed in the United States on September 22, 2016
The title could be almost comical calling this an introduction. Just a quick flip through of the book will show how advanced it is with some extremely complex mathematics. See the attached photo from page 361.

The author says that 7.3 is "easily verified". The most difficult of conclusions are named obvious and easy by the author. Feller is exceptionally brilliant, but he has real difficulty explaining concepts to someone below his level.

Content in the book is excellent if you are willing to put in the time. There were some really interesting conclusions about "fair" games and how often the theory diverges from what one observes in real world situations.

This book could be really useful for someone interested in advanced theoretical probability theory.
Images in this review
Customer image
Customer image
40 people found this helpful
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Electric Eclectic
5.0 out of 5 stars Heavy hauling
Reviewed in the United States on March 17, 2016
Verified Purchase
Heavy reading. I am a psychologist who teaches statistics and not a mathematician so this is a difficult read for me. Comprehensive!
One person found this helpful
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Leo
5.0 out of 5 stars Five Stars
Reviewed in the United States on November 7, 2015
Verified Purchase
Very good
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Peter Haggstrom
5.0 out of 5 stars Felled by Feller?
Reviewed in the United States on June 6, 2006
I came across Vol 1 as a maths student in the 1970s. Indeed, the book was suggested to me by a quantum physicist recommended for the Nobel Prize in 1965 (John Ward, now deceased)- Feynman, Schwinger and Tomonaga shared the prize.

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.

Peter Haggstrom

BONDI BEACH AUSTRALIA
70 people found this helpful
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Top reviews from other countries

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VISA
5.0 out of 5 stars Five Stars
Reviewed in the United Kingdom on November 30, 2018
Verified Purchase
A classical 'must read' book on probability theory.
One person found this helpful
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Amazon カスタマー
5.0 out of 5 stars 素晴らしい保存状態でした。
Reviewed in Japan on January 26, 2022
Verified Purchase
本書は本格的な確率論の専門家にとっては必読の名著です。送られてきた本書を見て一番驚いたのはまるで新品のような保存状態です。これから読み込んであれこれ自分なりに書き込んで自分の頭の一部にしようと張り切っています。超お買い得の古書でした。
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J
2.0 out of 5 stars Poor quality printing and binding
Reviewed in the United Kingdom on April 29, 2020
Verified Purchase
The contents of this classic book are outstanding, it's just a shame Wiley don't do them justice with a good printing and binding quality. I have an older hardback of the second volume which has superb quality in comparison. With this one, the cover looks cheap and the pages are thin. Considering the price of the book, this is a big let down.
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