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i have these three books on probability theory, and i want to dedicate some of my time to one of them, but i am not sure which one i should choose. i have already had an introductory probability course.

Probability Theory, Achim Klenke

Probability Theory, Alexandr A. Borovkov

Probability 1 and 2, Albert N. Shiryaev

these came into my possession through link.springer, so i won't mind advice on better ones from that same website.

thank you for your time and advice!

plum356
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Which to use depends on several things we don't know about you: how much you already know, why you need to know more, and your learning style.

I suggest you pick some new topic near the beginning of each book and study it. Then spend most of our time with the one that you understand best.

Since you have all three books you may want to look at the same topic in several of them even after you have chosen a favorite. The different approaches may help you understand.

Ethan Bolker
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  • thank you for your answer! that seems reasonable. i mainly wanted to get external advice to see whether there is a general tendency to favour one book over the other two, since abundance can, sometimes, be overwhelming. an answer to a question in the related section said that shiryaev's books is very detailed, which, i think, suits me best, as i want to self-study, so i might try that one first. – plum356 Nov 19 '21 at 20:01