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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 and Statistics

PDF | 225 Pages | English
The present set of lecture notes is directed at students who have to do a certain amount of probability theory and statistics as part of their general mathematics education, and accordingly it is directed neither at students specializing in probability or statistics nor at students in need of statistics as an ancillary subject.

 
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.

 
Stochastic Analysis Notes

PDF | 103 Pages | English
This note covers the following topics: Conditional expectation , Martingales , Stochastic integration-informally , Wiener process and Ito’s Formula.

 
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.

 
Lecture Notes on Probability Theory and Random Processes

PDF | 302 Pages | English
The goal to to help the student figure out the meaning of various concepts in Probability Theory and to illustrate them with examples. Topics covered includes: Modelling Uncertainty, Probability Space, Conditional Probability and Independence, Random Variable, Conditional Expectation, Gaussian Random Variables, Limits of Random Variables, Filtering Noise and Markov Chains

 
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
Grinstead and Snells Introduction to Probability
Notes on Probability
A quick refresher for Counting techniques and Probability
MEASURE INTEGRATION PROBABILITY
Beyond PROBABILITY
Introduction to probability and random processes
Introduction to Probability pdf
Introduction to Probability
The Four Color Theorem
Reversible Markov Chains and Random Walks on Graphs
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
Stochastic Analysis Notes
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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