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.
Application Areas:
-
Stochastic Processes
-
Random Fields
-
Percolation Theory