Probability Theory

by Renyi, Alfred

• ISBN13: 9780486458670
• ISBN10: 0486458679
• Format: Paperback
• Copyright: 2007-05-11
• Publisher: Dover Publications

Summary

Written by the founder of the Hungarian Probability Theory School, this introductory text is based on the author's extensive teaching experience. It features well-chosen problems and exercises that illustrate algebras of events, discrete random variables, characteristic functions, and limit theorems. An extensive appendix introduces information theory.

Author Biography

Alfred Renyi: The Happy Mathematician
Alfred Renyi (1921–1970) was one of the giants of twentieth-century mathematics who, during his relatively short life, made major contributions to combinatorics, graph theory, number theory, and other fields.

Reviewing Probability Theory and Foundations of Probability simultaneously for the Bulletin of the American Mathematical Society in 1973, Alberto R. Galmarino wrote:

"Both books complement each other well and have, as said before, little overlap. They represent nearly opposite approaches to the question of how the theory should be presented to beginners. Rényi excels in both approaches. Probability Theory is an imposing textbook. Foundations is a masterpiece."

In the Author's Own Words:
"If I feel unhappy, I do mathematics to become happy. If I am happy, I do mathematics to keep happy."

"Can the difficulty of an exam be measured by how many bits of information a student would need to pass it? This may not be so absurd in the encyclopedic subjects but in mathematics it doesn't make any sense since things follow from each other and, in principle, whoever knows the bases knows everything. All of the results of a mathematical theorem are in the axioms of mathematics in embryonic form, aren't they?" — Alfred Rényi