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Tagged: Work by Rick Durrett
Probability: Theory and Examples (fifth edition) by Rick Durrett Created 2026-10-13 Updated 2026-10-14
By Rick Durrett. The author-hosted PDF title page identifies Version 5, January 11, 2019; the preface describes the fifth edition.
Online text: sites.math.duke.edu/~rtd/PTE/PTE5_011119.pdf
Cited passages: Probability: Theory and Examples (fifth edition), PDF title page (PDF p. 1): title, whole-book author, Version 5 January 11, 2019, and copyright; Preface (PDF p. 3): fifth edition identification; §2.5 Convergence of Random Series, printed p. 81 (PDF p. 89): tail sigma-field definition and Examples 2.5.1–2.5.2; Theorem 2.5.3 and proof steps (a)–(b), printed pp. 81–82 (PDF pp. 89–90).
Probability: Theory and Examples (fifth edition) by Rick Durrett 4.1 Conditional Expectation 2026-10-13
Cited passages: the definition starts on printed p. 205. Equation (4.1.5) and Theorem 4.1.13 on p. 212 give the law of total expectation and nested tower property. Theorem 4.1.15 on p. 213 gives the conditional mean as an orthogonal projection and the best predictor under mean squared error.