Math 565a - Textbooks
There is no official text for the course.
For the problem sets I will write out the problems.
Most measure theory based probability books cover most of the topics
that we will cover. The three references I will use most are.
Watkins
Joe Watkins notes for this course.
Fristedt and Gray
A Modern Approach to Probability Theory.
This encyclopedic book covers most of the topics we will cover although
its treatment of Markov chains is less than what we will cover. It also has
a lot of material on continuous time stochastic processes.
Durrett
Probability : Theory and Examples.
This is a widely used textbook that covers most of the topics we will
cover.
You can
download the the latest edition of his book from his website.
This latest edition has not yet appeared in print and may disappear
from his website when it does, so I recommend you download it now.
The reference that I will follow most closely is
Prof. Watkins notes for this course.