The 2006 INFORMS Expository Writing Award-winning and best-selling author Sheldon Ross (University of Southern California) teams up with Erol Pek�z (Boston University) to bring you this textbook for undergraduate and graduate students in statistics, mathematics, engineering, finance, and actuarial science. This is a guided tour designed to give familiarity with advanced topics in probability without having to wade through the exhaustive coverage of the classic advanced probability theory books. Topics include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. No other text covers all these advanced topics rigorously but at such an accessible level; all you need is calculus and material from a first undergraduate course in probability.

About the Author

Sheldon M. Ross is the Epstein Chair Professor at the Department of Industrial and Systems Engineering, University of Southern California. He received his Ph.D. in statistics at Stanford University in 1968 and was formerly a Professor at the University of California, Berkeley, from 1976 until 2004. He has published more than 100 articles and a variety of textbooks in the areas of statistics and applied probability, including Topics in Finite and Discrete Mathematics (2000), Introduction to Probability and Statistics for Engineers and Scientists, 4th edition (2009), A First Course in Probability, 8th edition (2009), and Introduction to Probability Models, 10th edition (2009), among others. Dr Ross serves as the editor for Probability in the Engineering and Informational Sciences.

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