Probability Theory

Sinai's book leads the student through the standard material
for ProbabilityTheory, with stops along the way for
interesting topics such as statistical mechanics, not
usually included in a book for beginners.
The first part of the book covers discrete random variables,
using the same approach, basedon Kolmogorov's axioms for
probability, used later for the general               case.
The text is divided into sixteen lectures, each covering a
major   topic. The introductory notions and classical results
are included, of         course: random variables, the central limit
theorem, the law of large         numbers, conditional probability,
random walks, etc. Sinai's style is         accessible and clear,
with interesting examples to accompany new                  ideas.
Besides statistical mechanics, other interesting, less
common      topics found in the book are: percolation, the
concept of stability in the   central limit theorem and the
study of probability of large                        deviations.
Little more than a standard undergraduate course in                  analysis
is assumed of the reader. Notions from measure theory                     and
Lebesgue integration are introduced in the second half of
the         text.
The book is suitable for second or third year students                        in
mathematics, physics or other natural sciences. It could
also be usedby more advanced readers who want to learn the
mathematics of probability   theory and some of its
applications in statistical physics.