5/20/2020 Amazon.com: Probability Theory (Courant Lecture Notes) (9780821828526): Varadhan, S. R. S.

: Books

Skip to main content Books

Hello, Zoran Returns 0
Account & Lists & Orders Cart

Deliver to Zoran
Today's Deals Zoran's Amazon.com Help Browsing History Gift Cards Amazon's response to COVID-19
Elizabeth... 2171

Books Advanced Search New Releases Best Sellers & More Children's Books Textbooks Textbook Rentals Best Books of the Month

Books › Science & Math › Mathematics

Probability Theory (Courant Lecture Notes)

by S. R. S. Varadhan (Author)
7 ratings

Paperback Other Sellers

AUD 69.35 See all 5 versions

Buy used AUD 69.35

Deliver to Zoran - Elizabeth Hills 2171
Condition: Used - Good
In Stock. Sold by New Legacy Books Add toto
Add Cart
Cart

Access codes and supplements are not guaranteed with used items. 1-Click ordering is not available for this
item.

This volume presents topics in probability theory covered during a first-year graduate course given at the
Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is
developed, including the standard topics, such as extension theorem, construction of measures, integration,
product spaces, Radon-Nikodym theorem, and conditional expectation.

Report incorrect product information.

ISBN-13: 978-0821828526
ISBN-10: 0821828525
Why is ISBN important?

Have one to sell? Sell on Amazon

Add to List

Share

Customers who viewed this item also viewed these digital items Page 1 of 5

Mathematics: Its Content, Statistical Models: Theory The Science of Conjecture The Kelly Capital Growth
Methods and Meaning and Practice › James Franklin Investment
(Dover Books on… David A. Freedman 17 Criterion:Theory and…
A. D. Aleksandrov 22 Kindle Edition Leonard C MacLean
69 Kindle Edition 1 offer from AUD 37.75 17
Kindle Edition 1 offer from AUD 56.88 Kindle Edition
1 offer from AUD 26.62 1 offer from AUD 26.96

Recommended popular audiobooks Page 1 of 4

https://www.amazon.com/gp/product/0821828525/ref=as_li_qf_sp_asin_il_tl?ie=UTF8&tag=farnamstreet-20&camp=1789&creative=9325&linkCo… 1/4
5/20/2020 Amazon.com: Probability Theory (Courant Lecture Notes) (9780821828526): Varadhan, S. R. S.: Books

Can't Hurt Me: Master Your The Ballad of Songbirds Timeless Tales of Beatrix Dune

Product details
Series: Courant Lecture Notes (Book 7)
Paperback: 167 pages
Publisher: Amer Mathematical Society (September 1, 2001)
Language: English
ISBN-10: 0821828525
ISBN-13: 978-0821828526
Product Dimensions: 7.2 x 0.5 x 10.2 inches
Shipping Weight: 1.3 pounds
Customer Reviews: 7 customer ratings
Amazon Best Sellers Rank: #919,902 in Books (See Top 100 in Books)
#2488 in Probability & Statistics (Books)
#1498 in Statistics (Books)
#76 in Stochastic Modeling

Would you like to tell us about a lower price?

If you are a seller for this product, would you like to suggest updates through seller support?

Related video shorts (0) Upload your video

Be the first video

Your name here

More about the author

› Visit Amazon's S. R. S. Varadhan Page
Discover books, learn about writers, read author blogs, and more.

Follow on Amazon
Follow authors to get new
release updates, plus
improved
recommendations and
Customer reviews
more coming soon. Top Reviews
Top Reviews

Learn More 4 out of 5

vidyut
7 customer ratings
The distilled core - an ideal first text for measure theoretic probability
5 star 61% Reviewed in the United States on April 13, 2007
4 star 0% Verified Purchase

3 star 20% This is an ideal text for first year graduate probability. Take Billingsley, which is several times
2 star 19% bulkier, and distill the core concepts that one should away from the course, and that is Varadhan.
1 star 0% Beautifully written, a joy to read, and occasionally even a useful reference to have on the desk to
go back to when formalizing proofs for publication.
How does Amazon calculate star ratings?
For brevity's sake though, quite a few ideas have been left to exercises, and I am not sure if this is a
text that an uninitiated can learn from without having the luxury of being in a class. These are
Review this product course notes that Varadhan used to teach the course himself, so probably the intended audience is
students taking a course - not self study.
Share your thoughts with other customers

https://www.amazon.com/gp/product/0821828525/ref=as_li_qf_sp_asin_il_tl?ie=UTF8&tag=farnamstreet-20&camp=1789&creative=9325&linkCo… 2/4
5/20/2020 Amazon.com: Probability Theory (Courant Lecture Notes) (9780821828526): Varadhan, S. R. S.: Books

Write a customer review 20 people found this helpful

Mark
Helpful
this review Comment Report abuse

Ryan Moore

A great foundation for probability theory

Reviewed in the United States on September 20, 2018
Verified Purchase

The best foundational presentation of probability theory I have read. A minimalist approach that
helps outfit the reader with tools to use in practice.

Mark this review

Helpful Comment Report abuse

Qian Qin

Three Stars
Reviewed in the United States on October 30, 2014
Verified Purchase

It's a little too concise...

One person found this helpful

Mark
Helpful
this review Comment Report abuse

Yair Daon

Very succint
Reviewed in the United States on July 26, 2013
Verified Purchase

Varadhan is very succint, doesn't give too many details. I didn't use this book too much. My lecturer
was Amir Dembo and his notes are pretty good (exact opposit of Varadhan - much longer and go
over all details and more).

5 people found this helpful

Mark
Helpful
this review Comment Report abuse

Kim Do-Yup

Very nice notes. This is very readable than other rigorous ...
Reviewed in the United States on June 9, 2017
Verified Purchase

Very nice notes. This is very readable than other rigorous textbooks. I think this book is the best
choice for review.

Mark
Helpful
this review Comment Report abuse

N N Taleb

A gem
Reviewed in the United States on April 28, 2013
I know which books I value when I end up buying a second copy after losing the first one. This book
gives a complete overview of the basis of probability theory with some grounding in measure
theory, and presents the main proofs. It is remarkable because of its concision and completeness:
visibly prof Varadhan lectured from these notes and kept improving on them until we got this gem.
There is not a single sentence too many, yet nothing is missing.
For those who don't know who he is, Varadhan stands as one of the greatest probabilists of all
time. Learning probability from him is like learning from Aristotle.
Varadhan has two other similar volumes one covering stochastic processes the other into the
theory of large deviations (though older than this current text). The book on Stochastic Processes
should be paired with this one.

27 people found this helpful

Mark
Helpful
this review Comment Report abuse

See all reviews from the United States

Customers who bought this item also bought these digital items

https://www.amazon.com/gp/product/0821828525/ref=as_li_qf_sp_asin_il_tl?ie=UTF8&tag=farnamstreet-20&camp=1789&creative=9325&linkCo… 3/4
5/20/2020 Amazon.com: Probability Theory (Courant Lecture Notes) (9780821828526): Varadhan, S. R. S.: Books

Statistical Models: Theory The Kelly Capital Growth Financial Derivatives: Mathematics: Its Content, Modelling Extremal
and Practice Investment Pricing, Applications, and Methods and Meaning Events: for Insurance and
David A. Freedman Criterion:Theory and… Mathematics (Dover Books on… Finance (Stochastic…
22 Leonard C MacLean › Jamil Baz A. D. Aleksandrov › Paul Embrechts
Kindle Edition 17 4 69 12
1 offer from AUD 56.88 Kindle Edition Kindle Edition Kindle Edition Kindle Edition
1 offer from AUD 26.96 1 offer from AUD 28.52 1 offer from AUD 26.62 1 offer from AUD 109.82

Pages with related products. See and discover other items: lecture notes in math

Back to top

Get to Know Us Make Money with Us Amazon Payment Products Let Us Help You
Careers Sell on Amazon Amazon Business Card Amazon and COVID-19
Blog Sell Your Services on Shop with Points Your Account
Amazon
About Amazon Reload Your Balance Your Orders
Sell on Amazon Business
Investor Relations Amazon Currency Converter Shipping Rates &
Sell Your Apps on Amazon Policies
Amazon Devices
Become an Affiliate Returns & Replacements
Amazon Tours
Advertise Your Products Manage Your Content
and Devices
Self-Publish with Us
Amazon Assistant
› See More
Help

English A$ AUD - Australian Dollar United States

Amazon Music Amazon Advertising Amazon Drive 6pm AbeBooks ACX

Stream millions Find, attract, and Cloud storage Score deals Books, art Audiobook Publishing
of songs engage customers from Amazon on fashion brands & collectibles Made Easy
 
Alexa Sell on Amazon Amazon Business AmazonGlobal Home Services Amazon Ignite
Actionable Analytics Start a Selling Account Everything For Ship Orders Handpicked Pros Sell your original
for the Web Your Business Internationally Happiness Digital Educational
Guarantee Resources
 
Amazon Rapids Amazon Web Services Audible Book Depository Box Office Mojo ComiXology
Fun stories for Scalable Cloud Listen to Books & Books With Free Find Movie Thousands of
kids on the go Computing Services Original Delivery Worldwide Box Office Data Digital Comics
Audio Performances
 
CreateSpace DPReview East Dane Fabric Goodreads IMDb
Indie Print Publishing Digital Designer Men's Sewing, Quilting Book reviews Movies, TV
Made Easy Photography Fashion & Knitting & & Celebrities
recommendations
 
IMDbPro Kindle Direct Prime Video Direct Shopbop Woot! Zappos
Get Info Publishing Video Distribution Designer Deals and Shoes &
Entertainment Indie Digital Publishing Made Easy Fashion Brands Shenanigans Clothing
Professionals Need Made Easy
 
Ring eero WiFi Neighbors App Amazon Subscription Boxes PillPack Amazon Second
Smart Home Stream 4K Video Real-Time Crime Top subscription boxes – right to your Pharmacy Chance
Security Systems in Every Room & Safety Alerts door Simplified Pass it on, trade it in,
give it a second life

Conditions of Use Privacy Notice Interest-Based Ads © 1996-2020, Amazon.com, Inc. or its affiliates

https://www.amazon.com/gp/product/0821828525/ref=as_li_qf_sp_asin_il_tl?ie=UTF8&tag=farnamstreet-20&camp=1789&creative=9325&linkCo… 4/4