An Introduction to Probability and Random Processes
by Gian-Carlo Rota, Kenneth Baclawski
Number of pages: 467
The purpose of this course is to learn to think probabilistically. We begin by giving a bird's-eye view of probability by examining some of the great unsolved problems of probability theory. It's only by seeing what the unsolved problems are that one gets a feeling for a field.
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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 Yuen-Kwok Chan - arXiv.org
The author provides a systematic, thorough treatment of the foundations of probability theory and stochastic processes along the lines of E. Bishop's constructive analysis. Every existence result presented shall be a construction ...
by Paul E Pfeiffer - Connexions
This textbook covers most aspects of advanced and applied probability. The book utilizes a number of user defined m-programs, in combination with built in MATLAB functions, for solving a variety of probabilistic problems.
by H.R. Pitt - Tata institute of Fundamental Research
Measure Theory (Sets and operations on sets, Classical Lebesgue and Stieltjes measures, Lebesgue integral); Probability (Function of a random variable, Conditional probabilities, Central Limit Problem, Random Sequences and Convergence Properties).