Statistics, Probability, and Game Theory: papers in honor of David Blackwell
by David Blackwell, at al.
Publisher: IMS 1996
Number of pages: 407
The bulk of the articles in this volume are research articles in probability, statistics, gambling, game theory, Markov decision processes, set theory and logic. There are review articles on comparison of experiments, on games of timing, on merging of opinions, on associate memory models, etc.
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by Matthias Vallentin
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
by Alexander K. Hartmann - arXiv
This is a practical introduction to randomness and data analysis, in particular in the context of computer simulations. At the beginning, the most basics concepts of probability are given, in particular discrete and continuous random variables.
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The book on the theory of general state space Markov chains, and its application to time series analysis, operations research and systems and control theory. An advanced graduate text and a monograph treating the stability of Markov chains.