This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including:
- limit theorems for sums of random variables
- martingales
- percolation
- Markov chains and electrical networks
- construction of stochastic processes
- Poisson point process and infinite divisibility
- large deviation principles and statistical physics
- Brownian mo ...