Math 563 - Probability - Books
- The semi-official text:
Sidney Resnick, A Probability Path (2014 edition)
Available on-line through the U of A library .
- Richard Durrett, Probability: Theory and Examples
Available on-line from the author's website. .
- 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.
Available on-line through the U of A library .
- P. Billingsley, Probability and Measure
- W. Feller, An Introduction to Probability Theory and its
Applications, volumes I and II
- Brieman, Probability
- A. Shiryaev, Probability Theory
Available on-line through the U of A library .
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