Books by Durrett

You can find most of them at Amazon . com

Probability Models for DNA Sequence Evolution

(2002) Springer. This book is written for a mathematicians and biologists alike. The generic question we address is: given a collection of DNA sequences, what underlying forces are responsible for the observed patterns of variability? Our tools are a variety of probability models. Complete contents

Essentials of Stochastic Processes

(1999) Springer. A one semester introduction to stochastic processes for Master's students or undergraduates who have had one course in probability. Covers Markov chains in discrete and continuous time, Poisson processes, Renewal Theory, Martingales, Brownian motion, and a brief treatment of option pricing Complete contents * Typo List (PDF file)

Stochastic Calculus: A Practical Introduction

(1996) CRC Press. Covers stochastic integration, stochastic differential equations, diffusion processes; gives brief treatments of semigroups and generators and weak convergence. Complete contents * Typo List (PDF file)

The Essentials of Probability

(1994) Duxbury. Book for a one semester course in probability at the junior/senior level. Five chapters cover Coins, Dice and Cards; Conditional Probability; Distributions; Expected Value; Limit Theorems. Complete contents * Typo List

Probability: Theory and Examples

(1990,1995,2004) Duxbury. The third edition is now available. A few details were added to some proofs but no new topics are covered. I hope this version is finally almost free of typos. Complete contents * Typo List for 2nd edition (PDF file)

Lecture Notes on Particle Systems and Percolation

(1988) Wadsworth. Exactly what the title says. This book is out of print.

Brownian Motion and Martingales in Analysis

(1984) Wadsworth. Chapters 1, 2, 8, and 9 live on in the Stochastic Calculus book at the top of the list.


Send comments, corrections, etc. to rtd1@cornell.edu


Back to the Home page