Nassim Taleb mentioned Probability theory and applications by S. R. S. Varadhan 1 times

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Probability theory and applications by S. R. S. Varadhan
  1. Sub-imbecile, Denbo, Varadhan dealt with thin-tails. Read Silent Risk, imbecile. And Russell didn't even deal with probabilistic payoffs. As to Mandelbrot, I gave him his dues. Sub-imbecile.

    — Nassim Taleb

    2018-01-21 on twitter.com