Probability (related) Books
Spring 2000

There are hundreds of probability books in the SUNY Stony Brook campus libraries. While many are too elementary, and others rather sophisticated (i.e. more or less presume the course content), here are a few that are available in the Math/Physics library in the mid range:

• Shirayev, A.N. Probability . Spinger Verlag, Rather Complete, has some typo's.
• Billingsley, P. Probability and Measure. John Wiley. 1986
• Gnedenko, B. The theory of probability. MIR.
• Feller, W. An introduction to probability theory and its applications, John Wiley

Easy.
• Kolmogorov A.N., and Fomin S.V, Introductory Real Analysis, Dover., Real Analysis Background
• Royden, H.L. Real Analysis, MacMillan Publishing Comp. Real Analysis Background
• Mandelbrot, B.,  The Fractal Geometry of Nature, Not a probability book at all, but presents a users view of probability which is both interesting and inspiring.

 

• Stochastic Processes
• Random Fields
• Percolation Theory

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