A Second Course in Probability

Sheldon M. Ross is the Epstein Chair Professor in the Epstein Department of Industrial and Systems Engineering at the University of Southern California. He has published more than 150 technical articles as well as a variety of textbooks in the areas of applied probability, statistics, and industrial engineering. He is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences, a fellow of the Institute of Mathematical Statistics and of the Institute for Operations Research and the Management Sciences, and a recipient of the Humboldt US Senior Scientist Award. He is the recipient of the 2006 INFORMS Expository Writing Award. Erol A. Peköz is Professor and Department Chair of Operations and Technology Management in the Questrom School of Business at Boston University. He has published more than 50 technical articles in applied probability and statistics, and is the author of 'The Manager's Guide to Statistics' (2009). At Boston University, he was awarded the 2001 Broderick Prize for Teaching.

'A Second Course in Probability is a modern and concise introduction to advanced topics in probability and stochastic processes. This book stands out as one of the few at this level to cover Stein's method in an accessible way. It is an excellent reference for the reader who wants to learn how to prove distributional convergence and obtain explicit error bounds. Highly recommended!' Alessandro Arlotto, Duke University

• Preface; 1. Measure Theory and Laws of Large Numbers; 2. Stein's Method and Central Limit Theorems; 3. Conditional Expectation and Martingales; 4. Bounding Probabilities and Expectations; 5. Markov Chains; 6. Renewal Theory; 7. Brownian Motion; References; Index.