by Gian-Carlo Rota
Publisher: David Ellerman 1998
Number of pages: 544
In the year before his premature death in 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi (1954-2012) (audio) taped the lectures and took notes which he then wrote up in an almost verbatim manner conveying the substance and some of the atmosphere of the course.
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by S.R.S. Varadhan - New York University
Topics: Brownian Motion; Diffusion Processes; Weak convergence and Compactness; Stochastic Integrals and Ito's formula; Markov Processes, Kolmogorov's equations; Stochastic Differential Equations; Existence and Uniqueness; Girsanov Formula; etc.
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 William G. Faris - University of Arizona
From the table of contents: Combinatorics; Probability Axioms; Discrete Random Variables; The Bernoulli Process; Continuous Random Variables; The Poisson Process; The weak law of large numbers; The central limit theorem; Estimation.
by Gian-Carlo Rota, Kenneth Baclawski
The purpose of the text is to learn to think probabilistically. The book starts by giving a bird's-eye view of probability, it first examines a number of the great unsolved problems of probability theory to get a feeling for the field.