An Advanced Course in Probability and Stochastic Processes

Book cover
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The PDF version of the book (5 Mb) is completely free and can be downloaded by clicking the button above. We hope you will enjoy it and spread the word! Please cite the book as given below.

Please report any errors to kroese@maths.uq.edu.au. Here is a list of errata for the book. The changes have already been made in the electronic version.

D.P. Kroese and Z. I. Botev. An Advanced Course in Probability and Stochastic Processes,
Chapman & Hall/CRC, 2023.

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