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 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.
by John Venn - Macmillan And Company
No mathematical background is necessary for this classic of probability theory. It remains unsurpassed in its clarity, readability, and charm. It commences with physical foundations, examines logical superstructure, and explores various applications.
by Edward Nelson - Princeton University Press
In this book Nelson develops a new approach to probability theory that is just as powerful as but much simpler than conventional Kolmogorov-style probability theory used throughout mathematics for most of the 20th century.
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.