Probability, Random Processes, and Ergodic Properties
by Robert M. Gray
Publisher: Springer 2008
Number of pages: 217
This book is a self-contained treatment of the theory of probability, random processes. It is intended to lay solid theoretical foundations for advanced probability, that is, for measure and integration theory, and to develop in depth the long term time average behavior of measurements made on random processes with general output alphabets.
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by John Maynard Keynes - Macmillan and co
From the table of contents: Fundamental ideas - The Meaning of Probability, The Measurement of Probabilities; Fundamental theorems; Induction and analogy; Some philosophical applications of probability; The foundations of statistical inference, etc.
by S. R. S. Varadhan - New York University
These notes are based on a first year graduate course on Probability and Limit theorems given at Courant Institute of Mathematical Sciences. The text covers discrete time processes. A small amount of measure theory is included.
by Peter G. Doyle, J. Laurie Snell - Dartmouth College
In this work we will look at the interplay of physics and mathematics in terms of an example where the mathematics involved is at the college level. The example is the relation between elementary electric network theory and random walks.
by Leif Mejlbro - BookBoon
In this book you will find the basic mathematics of probability theory that is needed by engineers and university students. Topics as Elementary probability calculus, density functions and stochastic processes are illustrated.