Other books for Math 464/564
- The "official" text for the course is
Probability - An Introduction by Geoffrey Grimmett and Dominic Welsh.
It is concise and resonably priced, but a bit short on examples.
- Introduction to Probability by Charles Grinstead and Laurie Snell.
It is less mathematical than Grimmett and Welsh, with many more examples and discussion.
On-line: It can be downloaded for free.
- Introduction to Probability Theory by Hoel, Port and Stone. Similar to the
official text. This was the text for 464/564 last semester.
On reserve in science library.
- The Essentials of Probability by Richard Durrett. Similar to the
official text.
- Elementary Probability by David Stirzaker. I used this as the text last time
I taught the course. It is full of examples, including many worked ones. The disadvantage
is that it is verbose and it is sometimes hard to tell what is important and what is
"extra".
On reserve in science library.
- Probability and random variables - a beginners guide by David Stirzaker.
Slightly lower level and even more verbose that the above book.
On reserve in science library.
On-line: The library has an electronic copy that can be checked out on the web.
- Probability and Statistics by DeGroot and Schervish. This covers most of
what we will cover as well as most of the material in Math 466/566 (statistics).
- Probability and Random Processes by Geoffrey Grimmett and David Stirzaker.
This is at a much higher level than this course and covers many more topics.
It is recommended only if you are looking to go well beyond the material in the course.
- Probability with Martingales by David Williams. This is at a much higher level
than this course. It is recommended only for people who are bored in the course and looking
for a challenge.