An Introduction to Probability Theory and Its Applications, Vol. 2
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Average customer review:Product Details
- Amazon Sales Rank: #386481 in Books
- Published on: 1970
- Released on: 1991-01-01
- Original language: English
- Number of items: 1
- Binding: Library Binding
- 704 pages
Customer Reviews
the most thought provoking probability book ever written
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.
A Great Classical Book
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!
Buy part one first
This is the second volume of a classic text in probability. However the references to the first volume are ubiquitous. The first volume is more introductory and hence more readable for someone like me that is not expert in probability theory. I used volume one years ago and remember it as being much more appropriate at my level. It does amaze me that the topics are highly relevant today with the current interest in stable distributions in finance and hydrology. I give it 3 stars because of the many references to part one, so it does not stand alone.




