An Introduction to Probability and Random Processes
by Gian-Carlo Rota, Kenneth Baclawski
Number of pages: 467
The purpose of this course is to learn to think probabilistically. We begin by giving a bird's-eye view of probability by examining some of the great unsolved problems of probability theory. It's only by seeing what the unsolved problems are that one gets a feeling for a field.
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by Patrick Roger - BookBoon
The book is intended to be a technical support for students in finance. Topics: Probability spaces and random variables; Moments of a random variable; Usual probability distributions in financial models; Conditional expectations and Limit theorems.
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 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 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.