STA 711 - Probability and Measure Theory
Textbook for STA711:
Resnick, S., A Probability Path, Birkhäuser.
Other good probability books:
Ash, R.B., and Doleans-Dade, C.A. (2000), Probability &
Measure Theory (2/e), Academic Press.
Billingsley, P., Probability & Measure (3/e), John Wiley & Sons.
Breiman, L. (1992), Probability, Society for Industrial
and Applied Mathematics.
Chow, Y.S., and Teicher, H. (1988), Probability Theory:
Independence, Interchangeability, Martingales (2/e),
Springer Verlag.
Chung, K.L. (2001), A Course in Probability Theory (3/e),
Academic Press.
De Finetti, B. (1974,5), Theory of Probability
(two volumes), John Wiley & Sons.
Dudley, R.M. (1989), Real Analysis and Probability,
Wadsworth & Brooks/Cole Advanced Books & Software.
Durrett, R. (2011), Probability: Theory and Examples (4.1/e),
Wadsworth & Brooks/Cole Advanced Books & Software.
Feller, W. (1968), An Introduction to Probability Theory and
Its Applications, Vol. I (3/e), John Wiley & Sons.
Feller, W. (1971), An Introduction to Probability Theory and
Its Applications, Vol. II (2/e), John Wiley & Sons.
Fristedt, B., and Gray, L. (1997), A Modern Approach to
Probability Theory, Birkhäuser.
Grimmett, G., and Stirzaker, D., Probability and Random
Processes (3/e), Oxford University Press.
Kolmogorov, A.N. (1956), Foundations of the Theory of
Probability, Chelsea, New York.
Loève, M. (1963), Probability Theory (3/e),
Van Nostrand-Reinhold.
Rogers, L.C.G. and Williams, D. (1990), Diffusions, Markov
Processes, and Martingales (2/e),
(two volumes), Cambridge University Press.
Shiryaev, A.N. (1996), Probability (2/e)
(translated from Russian, orig. 1989), Springer Verlag.
Walsh, J. (2012), Knowing the Odds: An Introduction to
Probability, AMS.
Williams, D. (1991), Probability with Martingales,
Cambridge University Press.