## Description

The 2006 INFORMS Expository Writing Award-winning and best-selling author Sheldon Ross (University of Southern California) teams up with Erol Peköz (Boston University) to bring you this textbook for undergraduate and graduate students in statistics; mathematics; engineering; finance; and actuarial science.

This is a guided tour designed to give familiarity with advanced topics in probability without having to wade through the exhaustive coverage of the classic advanced probability theory books.

Topics include measure theory; limit theorems; bounding probabilities and expectations; coupling and Stein’s method; martingales; Markov chains; renewal theory; and Brownian motion. No other text covers all these advanced topics rigorously but at such an accessible level; all you need is calculus and material from a first undergraduate course in probability.

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