STA 205 - Probability and Measure Theory
Textbooks
Billingsley, P., Probability & Measure, Third
Edition, John Wiley & Sons.
Grimmett, G., and Stirzaker, D., Probability and Random
Processes, Third Edition, Oxford University Press. (optional text)
Other general probability books
Ash, R.B., and Doleans-Dade, C.A. (2000), Probability &
Measure Theory, Second Edition, Academic Press.
Breiman, L. (1992), Probability, Society for Industrial
and Applied Mathematics.
Chow, Y.S., and Teicher, H. (1988), Probability Theory:
Independence, Interchangeability, Martingales, Second Edition,
Springer Verlag.
Chung, K.L. (2001), A Course in Probability Theory, Third
Edition, Academic Press.
De Finetti, B. (1974), Theory of Probability, Vol. 1, John
Wiley & Sons.
De Finetti, B. (1975), Theory of Probability, Vol. 2,
John
Wiley & Sons.
Dudley, R.M. (1989), Real Analysis and Probability,
Wadsworth & Brooks/Cole Advanced Books & Software.
Durrett, R. (1991), Probability: Theory and Examples,
Wadsworth & Brooks/Cole Advanced Books & Software.
Feller, W. (1968), An Introduction to Probability Theory and
Its Applications, Vol. I, Third Edition, John Wiley & Sons.
Feller, W. (1971), An Introduction to Probability Theory and
Its Applications, Vol. II, Second Edition, John Wiley & Sons.
Fristedt, B., and Gray, L. (1997), A Modern Approach to
Probability Theory, Birkhauser.
Kolmogorov, A.N. (1956), Foundations of the Theory of
Probability, Chelsea, New York.
Loeve, M. (1963), Probability Theory, Third Edition,
Van Nostrand-Reinhold.
Shiryaev, A.N. (1996), Probability, Second Edition
(translated from Russian, orig. 1989), Springer Verlag.
Williams, D. (1991), Probability with Martingales,
Cambridge University Press.