Y.A. Rozanov

A great book. I like how it actually explains the symbols that they use to describe the problems rather than expecting you to know right away or before hand. Among the topics discussed in this book are; the Weak and Strong Laws of Large Numbers, Binomial, Poisson and Normal distributions, random variables and Markov Chains.

This is a very densely packed little volume, and it is well worth the price to me. It contains some problems but not all of them have answers. At the end of the book is a bibliography if you want to find some more books like this one, and a few appendices that describe Game Theory and Information Theory to an extent.… (mere)