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To each their own. Durrett's text is perfectly fine. The books you mention are older, and perhaps you originally learned from them, so you still hold a torch?
by mturmon 11y ago
To each their own. Durrett's text is perfectly fine. The books you mention are older, and perhaps you originally learned from them, so you still hold a torch?
In particular, sending people to Loeve for their first course in measure theoretic probability would be really cruel.
Personally, I learned from Feller, and Billingsley, and finally Durrett.
- graycat 11y ago> To each their own. Durrett's text is perfectly fine. The books you mention are older, and perhaps you originally learned from them, so you still hold a torch? Durrett seems on most of the topics to have less than any of the four texts I mentioned. > In particular, sending people to Loeve for their first course in measure theoretic probability would be really cruel. I listed the authors in reverse order in which to read them! The easiest start is the last, Breiman. But some things in Loeve are good, e.g., sufficient statistics. Neveu is my favorite as the most elegant, but his exercises are the most difficult. Breiman and Chung are fine. IIRC, both Breiman and Neveu were Loeve students. > Personally, I learned from Feller, and Billingsley, and finally Durrett. I used Feller I and/or II for reference. Otherwise his writing seemed to lack an overall unification. The only Billingsley text I used, and then only for a small topic, was Convergence of Probability Measures.