Random things
Math 563 - Probability - Books
- Richard Durrett, Probability: Theory and Examples
The official text.
Available on-line for free (legally) .
- Fristedt and Gray: A Modern Approach To Probability Theory
- Olav Kallenberg Foundations of Modern Probability
Not recommended as the first probability book to read, but
it is encyclopedic - a good reference for a more advanced viewpoint.
- P. Billingsley, Probability and Measure
- W. Feller, An Introduction to Probability Theory and its
Applications, volumes I and II
- Brieman ???
- A. Shiryaev : Probability Theory
Math 464/564 - Probability - Books
564 is a lower level course that does not use measure theory.
I've listed some books at this level in case you have not take such a
course and want to take a look at one of these.
- G. Grimmett, D. Welsh: Probability: An Introduction
- Hole, Port and Stone : Introduction to Probability Theory
- R. Durrett: The Essentials of Probability Theory
- D. Stirzaker: Elementary Probability