Basic Probability Theory
by Robert B. Ash
Publisher: Dover Publications 2008
Number of pages: 352
This introductory text surveys random variables, conditional probability and expectation, characteristic functions, infinite sequences of random variables, Markov chains, and an introduction to statistics. Geared toward advanced undergraduates and graduate students. The text does not require measure theory, but underlying measure-theoretic ideas are sketched.
Home page url
Download or read it online for free here:
by Alexei Borodin, Vadim Gorin - arXiv
Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.
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 Russell Lyons, Yuval Peres - Cambridge University Press
This book is concerned with certain aspects of discrete probability on infinite graphs that are currently in vigorous development. Of course, finite graphs are analyzed as well, but usually with the aim of understanding infinite graphs and networks.
by Mark Pinsky, Bjorn Birnir - Cambridge University Press
The three main themes of this book are probability theory, differential geometry, and the theory of integrable systems. The papers included here demonstrate a wide variety of techniques that have been developed to solve various mathematical problems.