STA 205 - Probability and Measure Theory
Textbooks for STA205 Spring 2005:
Resnick, S., A Probability Path, Birkhäuser.
Billingsley, P., Probability & Measure, Third
Edition, John Wiley & Sons.
Other good 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. (1974,5), Theory of Probability
(two volumes), John Wiley & Sons.
Dudley, R.M. (1989), Real Analysis and Probability,
Wadsworth & Brooks/Cole Advanced Books & Software.
Durrett, R. (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, Birkhäuser.
Grimmett, G., and Stirzaker, D., Probability and Random
Processes, Third Edition, Oxford University Press.
Kolmogorov, A.N. (1956), Foundations of the Theory of
Probability, Chelsea, New York.
Loève, M. (1963), Probability Theory, Third Edition,
Van Nostrand-Reinhold.
Rogers, L.C.G. and Williams, D. (1990), Diffusions, Markov
Processes, and Martingales, Second Edition
(two volumes), Cambridge University Press.
Shiryaev, A.N. (1996), Probability, Second Edition
(translated from Russian, orig. 1989), Springer Verlag.
Williams, D. (1991), Probability with Martingales,
Cambridge University Press.