Math 563 - Probability - Books
- The "official" text:
Richard Durrett, Probability: Theory and Examples
Available on-line from the author's website. .
It is also available through the UA library, but the the author's website
will let you download a pdf of the entire book and the UA site will not.
The next two books are aimed at an audience that "requires a working knowledge of rigorous probability, but whose mathematical background may be insufficient to dive straight into advanced texts on the subject (Rosenthal)."
The next four books are roughly similar in level to Durrett.
- Bhattacharya and Waymire, A basic course in probability theory.
Available on-line though UA library.
- Brieman, Probability
- A. Shiryaev, Probability Theory
Available on-line through the U of A library .
- Fristedt and Gray, A Modern Approach To Probability Theory
Some more books:
- Olav Kallenberg, Foundations of Modern Probability
Available on-line through the U of A library .
This is 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 As the title suggests, this book aims to develop the measure theory needed.
- W. Feller, An Introduction to Probability Theory and its
Applications, volumes I and II. This is a classic with a rather different structure from most of the books. here. Vol 1 only treats discrete probability measures.
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
Available on-line though UA library.
- R. Durrett, The Essentials of Probability Theory
- D. Stirzaker, Elementary Probability
- Hole, Port and Stone, Introduction to Probability Theory