Probability theory books

The following is a list of probability theory books that are referenced throughout the lectures. You can click on book titles to read more about these books.

Authors: Bertsekas, D.P., Tsitsiklis, J.N.

Year: 2008

Title: Introduction to Probability

Publisher: Athena Scientific

Authors: Durrett, R.

Year: 2010

Title: Probability: Theory and Examples

Publisher: Cambridge University Press

Authors: Grimmett, G., Stirzaker, D.

Year: 2001

Title: Probability and Random Processes

Publisher: Oxford University Press

Authors: Karlin, S., Taylor, H. M.

Year: 1975

Title: A First Course in Stochastic Processes

Publisher: Academic Press

Authors: Pfeiffer, P. E.

Year: 2012

Title: Concepts of Probability Theory: Second Revised Edition

Publisher: Dover Publications

Authors: Rabinowitz, L.

Year: 2004

Title: Elementary Probability with Applications

Publisher: A. K. Peters

Authors: Resnick, S.I.

Year: 1999

Title: A Probability Path

Publisher: Birkhauser

Authors: Ross, S.M.

Year: 2009

Title: Introduction to Probability and Statistics for Engineers and Scientists

Publisher: Academic Press

Authors: Williams, D.

Year: 1991

Title: Probability with Martingales

Publisher: Cambridge University Press

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