What do you think?
Rate this book
Foundations of Modern Probability
About the first edition:
To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands.
- Mathematical Reviews
This new edition contains four new chapters as well as numerous improvements throughout the text. There are new chapters on measure Theory-key results, ergodic properties of Markov processes and large deviations.
To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands.
- Mathematical Reviews
This new edition contains four new chapters as well as numerous improvements throughout the text. There are new chapters on measure Theory-key results, ergodic properties of Markov processes and large deviations.
- GenresMathematicsTextbooks
958 pages, Hardcover
First published August 1, 1997
2 people are currently reading
108 people want to read
Ratings & Reviews
Friends & Following
Create a free account to discover what your friends think of this book!
Community Reviews
Displaying 1 of 1 review
May 7, 2021
Is it good? Is it readable? Are the proofs clear and elegant? Does it have exercises?
No. But in the event that civilization collapses, there's no other book I'd want with me, both because it's sufficient to rederive most of modern probability theory, and because it would make an excellent weapon in a pinch.
Don't use it for self-study. You've been warned.
No. But in the event that civilization collapses, there's no other book I'd want with me, both because it's sufficient to rederive most of modern probability theory, and because it would make an excellent weapon in a pinch.
Don't use it for self-study. You've been warned.
Displaying 1 of 1 review