Learn Probability Theory: Find a Book to Self-Study

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Discussion Overview

The discussion centers around recommendations for self-study books on probability theory. Participants are seeking texts that balance rigor with accessibility, particularly for those with a strong mathematical background.

Discussion Character

  • Exploratory, Homework-related

Main Points Raised

  • One participant expresses dissatisfaction with Shiryaev's Graduate Text in Mathematics due to its theoretical focus and lack of exercises, indicating a need for a more practical resource.
  • Another participant recommends William Feller's two-volume work, highlighting its clear exposition and inclusion of worked examples and problems with answers.
  • A different participant mentions using Meester's "A Natural Introduction to Probability Theory" in a course, appreciating its clear explanations and abundance of examples and exercises.
  • One participant inquires about the book "A Probability Path" by Sidney Resnick, seeking feedback on its usefulness.

Areas of Agreement / Disagreement

Participants present multiple competing views regarding suitable texts for self-study, with no consensus on a single recommended book.

Contextual Notes

Participants express varying preferences for the level of rigor and the availability of exercises in the recommended texts, indicating that individual needs may differ based on prior knowledge and study goals.

Who May Find This Useful

Readers interested in self-studying probability theory, particularly those with a strong foundation in mathematics seeking accessible yet rigorous resources.

ehrenfest
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What book should I get to learn probability theory by self-study? I bought Shiryaev's Graduate Text in Mathematics and the problem is that it just develops so much theory but then provides few exercises, making it really hard to self-study. I probably should have expected this though. So, I am looking for something a little less advanced than Shiryaev but still rigorous since I have a pretty strong math background (I have completed all the math major requirements). Something at the level of Rudin's "Principles of Mathematical Analysis" would be good. It would be nice if it had answers or solutions in the back of the book or somewhere on the internet also.
 
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I suggest (2 volumes) by William Feller. The exposition of the theory is clear and concise, and it contains many insightful worked examples and problems (with answers to selected problems in the back).
 
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Has anyone used "A Probability Path" by Sidney Resnick?
 

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