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Mathematics of Probability

Daniel W. Stroock
Publisher: 
American Mathematcial Society
Publication Date: 
2013
Number of Pages: 
284
Format: 
Hardcover
Series: 
Graduate Studies in Mathematics 149
Price: 
75.00
ISBN: 
9781470409074
Category: 
Textbook
[Reviewed by
Florin Catrina
, on
01/13/2014
]

Mathematics of Probability is a very enjoyable book. It is definitely a book for graduate students, but it manages to begin exploring the subject without a lot of prerequisites. This is not to say that for a student who is a master at combinatorics, measure theory, or probability, the book is redundant. It manages to discuss rigorously, and in a mostly self-contained manner, advanced topics which are not found in undergraduate books. After the first three chapters lay out the basics of probability (including an introduction to measure theory), the remaining four chapters discuss Gaussian distributions, Markov chains, Markov processes and Martingales.

It is a good book for independent study. It does not overwhelm the reader with exercises (each section ends with several problems). The footnotes and the comments at the end of each chapter are to the point and help the reader keep focus. There are only 15 references (all books), five of which are authored (one co-authored) by Daniel Stroock. In line with “helping keep focus”, this may be a good thing.

All in all, I regard this book highly and I recommend it for course use as well as for independent study.


Florin Catrina is Associate Professor of Mathematics at St. John’s University in Queens, New York.

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