Math 563 - Probability - Books
- Fristedt and Gray: A Modern Approach To Probability Theory
The nominal textbook.
- R. Durrett, Probability: Theory and Examples
This is widely used as the text for a course at this level. It can be
a bit advanced if you are seeing the material for the first time.
- P. Billingsley, Probability and Measure
- W. Feller, An Introduction to Probability Theory and its
Applications, volumes I and II
- Brieman ???
- A. Shiryaev : Probability Theory
Math 464/564 - Probability - Books
564 is a lower level course that does not use measure theory.
I've listed some books at this level in case you have not take such a
course and want to take a look at one of these.
- G. Grimmett, D. Welsh: Probability: An Introduction
- Hole, Port and Stone : Introduction to Probability Theory
- R. Durrett: The Essentials of Probability Theory
- D. Stirzaker: Elementary Probability
- John Kerl:
Notes from Math 564