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.