Product Description

Modern and measure-theory based, this text is intended primarily for the first-year graduate course in probability theory. The book focuses attention on examples while developing theory. There is an emphasis on results that can be used to solve problems in the hopes that those who apply probability to work will find this a useful reference.

Product Details

• Amazon Sales Rank: #622630 in Books
• Published on: 2004-03-16
• Original language: English
• Number of items: 1
• Binding: Hardcover
• 528 pages

About the Author
Ph.D. Stanford University

Customer Reviews

A Modern but extremely badly written book
While the book is modern, in the sense that it includes a few new proofs of standard results, I find it extremely hard to follow. While Durrett has tried to order things in a nice way, and introduce things as he goes along he has overdone it. Proofs are extremely hard to follow / except for the trivial ones/. Even some of the easy proofs, are written in such a way that a ten minute proof may turn into a 2 hour nightmare of follow-ups to other examples as well as referral to exercises which are not trivial at all to prove, but without which you cannot understand the proof completely. In general, the book is extremely painful to go through, so unless you have Feller's books and Shiryaev on the side, be prepared for quite a bit of frustration. As far as reference book, this also the wrong to buy, unless you have read and solved each exercise as you go along, you can never understand a proof. So, if you need as self-contained proof on Markov Chains, this is not the book to use. The usual mistakes and typos exist here as well, just like in any math book, but the problem is that referring to the wrong exercises to supplement you proof may discourage any reader from following through. / also at times the logic seems to be weird, like stating and if result but using it as the only if part of it, or vice versa/ In general, I would not recommend this book and considering the price of $114/ what are these people thinking?/ it is almost a stupidy to buy, unless you have to.

Lacks a usable index
While attempting various homework problems or reading the text, I often find that I would like clarification on the specifics of a definition. Almost invariably, the index does not contain a reference to the material I need.

Here's an example:
Let's say I want to do exercise 6.8 on page 51, which involves the Poisson distribution. I want to have the precise definition of a Poisson distribution (this information can be found on pages 19 and 91). I look under "Poisson" in the index and find:

Poisson approximation 36
Poisson convergence 135
Poisson process 143, 147, 150

Because the exercise is on page 51, it seems that Poisson approximation on page 36 is my best bet. On page 36 I cannot find a single occurrence of "Poisson," though I do see "Polynomial approximation."

Confusing ...
The book has a nice collection of topics, perhaps the nicest and most modern one out of the usual textbooks out there. Unfortunately, it is poorly written. The proofs of theorems are extremely unclear, even after thinking about them for some time. Furthermore, the notation is not standard and since not all of it is in the nice list at the end, I find myself often looking through the book for an explanation of some piece of notation.

My experience is with the brand new third edition. It seems that the only changes are correction of errors, cheaper price and some minor correnctions. However, I still found some errors after a short inspection and also some that I suspect, but not sure that are errors.

My advice is do not be tempted by the nice modern table of contents and by the late publication date (2005 for the third edition). I guess we have to stick to the other older texts on the topic. I strongly recommend Williams' Probability with Martingales or Ash's second edition Probability and Measure over this book.