Probability Theory: The Logic of Science
by E. T. Jaynes
Publisher: Cambridge University Press 2002
Number of pages: 758
The book is addressed to readers who are already familiar with applied mathematics at the advanced undergraduate level or preferably higher. The text is concerned with probability theory and all of its conventional mathematics, but now viewed in a wider context than that of the standard textbooks.
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by Cosma Rohilla Shalizi - Carnegie Mellon University
Text for a second course in stochastic processes. It is assumed that you have had a first course on stochastic processes, using elementary probability theory. You will study stochastic processes within the framework of measure-theoretic probability.
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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.
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History of the probability theory from the time of Pascal to that of Laplace (1865). Todhunter gave a close account of the difficulties involved and the solutions offered by each investigator. His studies were thorough and fully documented.
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