A Minimum of Stochastics for Scientists
by Noel Corngold
Publisher: Caltech 2009
Number of pages: 77
The idea behind the book was to introduce students to the ideas and attitudes that underlie the statistical modeling of physical, chemical, biological systems. These pages contain material the author have tried to convey, in a course given occasionally, to a Caltech audience composed mostly of graduate students.
Home page url
Download or read it online for free here:
by Pavel Bleher, Alexander Its - Cambridge University Press
The book covers broad areas such as topologic and combinatorial aspects of random matrix theory; scaling limits, universalities and phase transitions in matrix models; universalities for random polynomials; and applications to integrable systems.
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 Klaus Bichteler - University of Texas
Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and some functional analysis.
by G. D'Agostini - arXiv
Triggered by a recent interesting article on the too frequent incorrect use of probabilistic evidence in courts, the author introduces the basic concepts of probabilistic inference with a toy model, and discusses several important issues.