rcmnd

Foundations of Modern ProbabilityBook

by Olav Kallenberg

1 person

Cosma Rohilla Shalizi
Statistics professor at Carnegie Mellon University who writes the long-running blog Three-Toed Sloth and the Bactra Review of books.
loved

Kallenberg is fond of revisiting previously-introduced themes, which is pedagogically sound — and would work better, in a reference book, if the index were more detailed. Still, this is the best one-volume synthesis of modern probability I have encountered, and has become my default reference. If you could only have one book on advanced probability, I'd recommend this one.

His monthly "Books to Read While the Algae Grow in Your Fur" post for February 2006 — the books he read that month and feels he can recommend.

bactra.org ↗·2006-02-28

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