by S. R. S. Varadhan
Publisher: New York University 2000
Number of pages: 300
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.
Download or read it online for free here:
(multiple PDF files)
by C. M. Grinstead, J. L. Snell - American Mathematical Society
The textbook for an introductory course in probability for students of mathematics, physics, engineering, social sciences, and computer science. It presents a thorough treatment of techniques necessary for a good understanding of the subject.
by I. Todhunter - Kessinger Publishing, LLC
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.
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.
by Pawel J. Szablowski - arXiv
We formulate conditions for convergence of Laws of Large Numbers and show its links with of parts mathematical analysis such as summation theory, convergence of orthogonal series. We present also various applications of Law of Large Numbers.