
A probability path
by Sidney I. Resnick · first published 1999
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This textbook is geared toward beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance, and engineering.
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…(CRC 3rd ed.; free 2nd ed. pdf[1]) Lovasz - Combinatorial Problems and Exercises (AMS Chelsea) The classic probability book is Feller (2 vol), but it's absurdly priced. There's also Sidney Resnick's Probability Path and Adventures in Stochastic Processes. Grinstead & Snell - Introduction to Probability Theory is free[2], and there's also Chung's A Course in Probability Theory (Academic Press/Elsevier). Dover publishes…
on “Ask HN: Math books like SICP?” ↗Thanks The Amazon UK reviews of Chung's book lead me to A Probability Path by Sidney Resnick which appears to be aimed at non-mathematicians. I have invested (speaking as a renegade physicist lacking a systematic exploration of measure theory).
on “Foundations of probability theory” ↗…theory, I'd read Kolmogorov and Fomin's book. Rudin also has a measure theory book, which is much better than his analysis book, but it's hefty. Good problems though. For a book on Probability, we read A Probability Path at my university. I wasn't fond of it. Someone referred me to Probability with Martingales, and though I didn't read it, it looked very good.
on “Ask HN: Learning advanced math” ↗