**An Introduction to Probability and Random Processes**

by Gian-Carlo Rota, Kenneth Baclawski

1979**Number of pages**: 467

**Description**:

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.

Download or read it online for free here:

**Download link**

(3MB, PDF)

## Similar books

**Extracting Information from Random Data**

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.

(

**1241**views)

**Probability Theory: The Logic of Science**

by

**E. T. Jaynes**-

**Cambridge University Press**

The book is addressed to readers familiar with applied mathematics at the advanced undergraduate level. The text is concerned with probability theory and all of its mathematics, but now viewed in a wider context than that of the standard textbooks.

(

**9849**views)

**The Logic Of Chance**

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.

(

**1389**views)

**Advanced Topics in Probability**

by

**S.R.S. Varadhan**-

**New York University**

Topics: Brownian Motion; Diffusion Processes; Weak convergence and Compactness; Stochastic Integrals and Ito's formula; Markov Processes, Kolmogorov's equations; Stochastic Differential Equations; Existence and Uniqueness; Girsanov Formula; etc.

(

**5416**views)