Probability and Statistics Cookbook
by Matthias Vallentin
Number of pages: 31
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
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by Thomas G. Kurtz - University of Wisconsin
Covered topics: stochastic integrals with respect to general semimartingales, stochastic differential equations based on these integrals, integration with respect to Poisson measures, stochastic differential equations for general Markov processes.
by Terence Tao
This is a textbook for a graduate course on random matrix theory, inspired by recent developments in the subject. This text focuses on foundational topics in random matrix theory upon which the most recent work has been based.
by Cosma Rohilla Shalizi
Contents: Probability (Probability Calculus, Random Variables, Discrete and Continuous Distributions); Statistics (Handling of Data, Sampling, Estimation, Hypothesis Testing); Stochastic Processes (Markov Processes, Continuous-Time Processes).
by O. Melchert - arXiv
In these lecture notes, a selection of frequently required statistical tools will be introduced and illustrated. They allow to post-process data that stem from, e.g., large-scale numerical simulations (aka sequence of random experiments).