Introduction to Probability, 2nd Edition


This is a substantial revision of the 1st edition, involving a reorganization of old material and the addition of new material. The length of the book has increased by about 25 percent. The main changes are the following:

The main objective of the new edition is to provide flexibility to instructors in their choice of material, and in particular to give them the option of including an introduction to statistical inference. Note that Chapters 6-7, and Chapters 8-9 are mutually independent, thus allowing for different paths through the book. Furthermore, Chapter 4 is not needed for Chapters 5-7, and only Sections 4.2-4.3 from Chapter 4 are needed for Chapters 8 and 9. Thus, some possible course offerings based on this book are:

We would like to express our thanks to various colleagues who have contributed valuable comments on the material in the 1st edition and/or the organization of the material in the new chapters. Ed Coffman, Munther Dahleh, Vivek Goyal, Anant Sahai, David Tse, George Verghese, Alan Willsky, and John Wyatt have been very helpful in this regard. Finally, we thank Mengdi Wang for her help with figures and problems for the new chapters.

Dimitri P. Bertsekas

John N. Tsitsiklis

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