---
product_id: 4843211
title: "Probability Theory (Courant Lecture Notes)"
price: "₹ 5366"
currency: INR
in_stock: true
reviews_count: 7
url: https://www.desertcart.in/products/4843211-probability-theory-courant-lecture-notes
store_origin: IN
region: India
---

# Probability Theory (Courant Lecture Notes)

**Price:** ₹ 5366
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- **What is this?** Probability Theory (Courant Lecture Notes)
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## Description

desertcart.com: Probability Theory (Courant Lecture Notes): 9780821828526: Varadhan, S. R. S.: Books

Review: Concise and self-contained - Covers most of the essentials concisely in less than 100 pages. Measure theory is not assumed as background, but prior exposure will help make the text seem less terse. Needs to supplemented with a more substantive text for examples, in which regard the book by Shiryaev makes an excellent companion.
Review: The distilled core - an ideal first text for measure theoretic probability - This is an ideal text for first year graduate probability. Take Billingsley, which is several times bulkier, and distill the core concepts that one should away from the course, and that is Varadhan. Beautifully written, a joy to read, and occasionally even a useful reference to have on the desk to go back to when formalizing proofs for publication. For brevity's sake though, quite a few ideas have been left to exercises, and I am not sure if this is a text that an uninitiated can learn from without having the luxury of being in a class. These are course notes that Varadhan used to teach the course himself, so probably the intended audience is students taking a course - not self study.

## Technical Specifications

| Specification | Value |
|---------------|-------|
| Best Sellers Rank | #1,446,430 in Books ( See Top 100 in Books ) #831 in Statistics (Books) #1,576 in Probability & Statistics (Books) #40,390 in Schools & Teaching (Books) |
| Customer Reviews | 4.4 4.4 out of 5 stars (27) |
| Dimensions  | 7.25 x 0.5 x 10.25 inches |
| ISBN-10  | 0821828525 |
| ISBN-13  | 978-0821828526 |
| Item Weight  | 7.4 ounces |
| Language  | English |
| Print length  | 167 pages |
| Publication date  | January 1, 2001 |
| Publisher  | Amer Mathematical Society |

## Images

![Probability Theory (Courant Lecture Notes) - Image 1](https://m.media-amazon.com/images/I/31YPTsBh-CL.jpg)
![Probability Theory (Courant Lecture Notes) - Image 2](https://m.media-amazon.com/images/I/518L6hMXIlL.jpg)

## Customer Reviews

### ⭐⭐⭐⭐⭐ Concise and self-contained
*by V***A on December 29, 2024*

Covers most of the essentials concisely in less than 100 pages. Measure theory is not assumed as background, but prior exposure will help make the text seem less terse. Needs to supplemented with a more substantive text for examples, in which regard the book by Shiryaev makes an excellent companion.

### ⭐⭐⭐⭐⭐ The distilled core - an ideal first text for measure theoretic probability
*by V***T on April 13, 2007*

This is an ideal text for first year graduate probability. Take Billingsley, which is several times bulkier, and distill the core concepts that one should away from the course, and that is Varadhan. Beautifully written, a joy to read, and occasionally even a useful reference to have on the desk to go back to when formalizing proofs for publication. For brevity's sake though, quite a few ideas have been left to exercises, and I am not sure if this is a text that an uninitiated can learn from without having the luxury of being in a class. These are course notes that Varadhan used to teach the course himself, so probably the intended audience is students taking a course - not self study.

### ⭐⭐⭐⭐⭐ A great foundation for probability theory
*by R***E on September 20, 2018*

The best foundational presentation of probability theory I have read. A minimalist approach that helps outfit the reader with tools to use in practice.

## Frequently Bought Together

- Probability Theory (Courant Lecture Notes)
- Stochastic Processes (Courant Lecture Notes)
- Large Deviations (Courant Lecture Notes) (Courant Lecture Notes in Mathematics)

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*Store origin: IN*
*Last updated: 2026-04-25*