When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.
An Introduction to Probability Theory and Its Applications, Volume II by William Feller is one of the most celebrated and enduring works in mathematical probability. Written by Feller during his tenure as Eugene Higgins Professor of Mathematics at Princeton University, this second volume extends the foundational treatment of Volume I into the realm of continuous probability theory and advanced analysis.
Where Volume I focused on discrete probability and combinatorial methods, Volume II tackles the deeper analytical machinery required for a rigorous treatment of continuous distributions, characteristic functions, and limit theorems. It is widely regarded as a masterwork of mathematical exposition — demanding yet rewarding, combining precision with genuine insight and a wealth of illuminating examples.
Key topics covered include:
- Probability distributions on the real line and in higher dimensions
- Characteristic functions and Fourier methods in probability
- The central limit theorem and its generalizations
- Infinitely divisible distributions and stable laws
- Renewal theory and its applications
- Markov processes and diffusion theory
- Random walks and fluctuation theory
This volume is essential reading for graduate students and researchers in mathematics, statistics, physics, and engineering. Feller\'s writing is celebrated for its clarity and depth, making abstract concepts accessible without sacrificing rigor. This copy is the Second Corrected Printing (November 1966), published by John Wiley & Sons.
