Overview: Sinai‘s book leads the student through the standard materialfor ProbabilityTheory, with stops along the way forinteresting topics such as statistical mechanics, notusually included in a book for beginners.The first part of the book covers discrete random variables,using the same approach, basedon Kolmogorov‘s axioms forprobability, used later for the generalcase.The text is divided into sixteen lectures, each covering amajortopic. The introductory notions and classical resultsare included, ofcourse: random variables, the central limittheorem, the law of large numbers, conditional pro
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