© 2023 Trustees of Boston University
The 2006 INFORMS Expository Writing Award-winning and best-selling author Sheldon Ross (University of Southern California) teams up with Erol Peköz (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.
The book is available for purchase on amazon.
Erol Peköz is an experienced data scientist leader, professor, department chair, applied probabilist, and textbook author working in the intersection of machine learning and data science. The research interests of Professor Peköz cover the areas of operations research, applied probability, data science, statistics, queueing models, supply chain management, healthcare operations management, fintech, and cryptocurrencies.
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© 2023 Trustees of Boston University