Probability and Theory of Errors
by Robert Simpson Woodward
Publisher: J. Wiley & Sons 1906
Number of pages: 64
The theory of probability and the theory of errors now constitute a formidable body of knowledge of great mathematical interest and of great practical importance. Though developed largely through applications to the more precise sciences of astronomy, geodesy, and physics, their range of applicability extends to all of the sciences.
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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 S. R. S. Varadhan - New York University
These notes are based on a first year graduate course on Probability and Limit theorems given at Courant Institute of Mathematical Sciences. The text covers discrete time processes. A small amount of measure theory is included.
by Rick Durrett - Cambridge University Press
An introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It concentrates on the results that are the most useful for applications.
by David Nualart - The University of Kansas
From the table of contents: Stochastic Processes (Probability Spaces and Random Variables, Definitions and Examples); Jump Processes (The Poisson Process, Superposition of Poisson Processes); Markov Chains; Martingales; Stochastic Calculus.