Books like A Course in Probability Theory by Kai Lai Chung

A concise primer on probability theory and stochastic models for science, engineering, economics and related disciplines.

Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory and measure theory is then developed and applied to probability. Probability and Measure provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory. Like the previous editions, this new edition will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory. --back cover

An accessible guide to probability theory that blends clear explanations with numerous worked examples, exercises, and helpful hints.

A foundational guide for undergraduate students that introduces elementary probability theory and stochastic processes, and demonstrates their application across engineering, computer science, management science, and the physical and social sciences.