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This section contains free e-books and guides on Probability Theory, some of the resources in this section can be viewed online and some of them can be downloaded.

Probability Theory Books
Online Books
Lecture Notes Probability Theory

PDF | 275 Pages | English
This book explains the following topics: Probability spaces, Random variables, Independence, Expectation, Convergence of sequences of random variables.

 
Notes on Probability Theory

PDF | 124 Pages | English
These notes are intended to give a solid introduction to Probability Theory with a reasonable level of mathematical rigor. Topics covered includes: Elementary probability, Discrete-time finite state Markov chains, Existence of Markov Chains, Discrete-time Markov chains with countable state space, Probability triples, Limit Theorems for stochastic sequences, Moment Generating Function, The Central Limit Theorem, Measure Theory and Applications.

 
Probability and Stochastic Processes

Online | NA Pages | English
This book covers the following topics: Basic Concepts of Probability Theory, Random Variables, Multiple Random Variables, Vector Random Variables, Sums of Random Variables and Long-Term Averages, Random Processes, Analysis and Processing of Random Signals, Markov Chains, Introduction to Queueing Theory and Elements of a Queueing System.

 
Markov Random Fields and Their Applications

Online | 147 Pages | English
This book presents the basic ideas of the subject and its application to a wider audience. Topics covered includes: The Ising model, Markov fields on graphs, Finite lattices, Dynamic models, The tree model and Additional applications.

 
Probabilistic Thinking

Online | NA Pages | English
This note covers the following topics related to Probability: Laws Of Probability, Methodology, Expectation, Decision, Probabilism and Induction.

 
Probability papers

PDF | 30 Pages | English
This note covers the following topics related to Probability: Kolmogorov’s axiomatization, Frequentism, Classical interpretation, Logical probability and Subjectivism.

 
Probability and Stochastic Processes with Applications

PDF | 382 Pages | English
This text assumes no prerequisites in probability, a basic exposure to calculus and linear algebra is necessary. Some real analysis as well as some background in topology and functional analysis can be helpful. This note covers the following topics: Limit theorems, Probability spaces, random variables, independence, Markov operators, Discrete Stochastic Processes, Continuous Stochastic Processes, Random Jacobi matrices, Symmetric Diophantine Equations and Vlasov dynamics.

 
Probability Theory The Logic of Science

PDF | 95 Pages | English
This book is addressed to readers who are already familiar with applied mathematics at the advanced undergraduate level or preferably higher. Topics covered includes: Plausible Reasoning, Quantitative Rules, Elementary Sampling Theory, Elementary Hypothesis Testing, Queer Uses For Probability Theory, Elementary Parameter Estimation, Central, Gaussian Or Normal Distribution.

 
Introduction to Probability clark edu

Online | NA Pages | English
This note provides an introduction to probability theory and mathematical statistics that emphasizes the probabilistic foundations required to understand probability models and statistical methods. Topics covered includes the probability axioms, basic combinatorics, discrete and continuous random variables, probability distributions, mathematical expectation, common families of probability distributions and the central limit theorem.

 
A Compendium of Common Probability Distributions

PDF | 136 Pages | English
This document describes the distributions available in Regress+ (v2.7).This Compendium supplies the formulas and parametrization as utilized in the software plus additional formulas, notes, etc.

 
Probability, Random Processes, and Ergodic Properties
Notes on Probability
A quick refresher for Counting techniques and Probability
Beyond PROBABILITY
Introduction to probability and random processes
Introduction to Probability pdf
Introduction to Probability
The Four Color Theorem
Undergraduate probability
PDE from a probability point of view
Lecture notes for the Cornell Summer School in Probability 2007
Stochastic Calculus
Lectures on Stochastic Analysis
Markov Chains and Stochastic Stability
Introduction to Statistical Signal Processing Gray R.M. and Davisson L.D
Lecture Notes on Probability Theory (Mrters P ps)
Lecture Notes on Probability Theory and Random Processes (Walrand J pdf)
Undergraduate Probability (Bass R.F pdf)
Introduction to Probability (Grinstead C.M. and Snell J.L)
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