bibliography for probability

References for Probability, MSC 60 - XX

Basics without Measure Theory, 60A, 60C

1.
Morris H. DeGroot, Mark J. Schervish Probability and , 3rd ed., Addison Wesley, 2001
2.
Sheldon Ross, A First Course in Probability, 6th ed., Prentice Hall, New Jersey, 2002
3.
Harald CramÃÂ©r, Sannolikhetskalkylen och några av dess användningar, 2nd ed., Almqvist & Wicksell, Uppsala, 1951
4.
Harald CramÃÂ©r, Mathematical Methods of Statistics, Princeton, 1946

Foundations, MSC 60A, 60E, 60F

1.
William Feller, An Introduction to Probability Theory and Its Applications,Volume 1, 3rd ed., John Wiley and Sons, Inc., New York, 1968.
2.
William Feller, An Introduction to Probability Theory and Its Applications,Volume 2, 2rd ed., John Wiley and Sons, Inc., New York, 1971.
3.
Andrei N. Kolmogorov, Foundations of the Theory of Probability,2nd ed., American Mathematical Society, 1997.
4.
Richard Durrett, Probability: Theory and Examples 2nded., Duxbury Press, 1995
5.
Kai Lai Chung, A Course in Probability Theory, 3rd ed. Academic Press, 2001.
6.
Harald CramÃÂ©r, Random variables and probability distributions, Cambridge, 1937

Stochastic Processes, MSC 60G, 60H

1.
Joseph L. Doob, Stochastic Processes,John Wiley and Sons, Inc. New York, 1953.
2.
Samuel. Karlin and Howard E. Taylor, A First Course in StochasticProcesses, 2nd ed., Academic Press, New York, 1975.
3.
Samuel Karlin and Howard E. Taylor, A Second Course in Stochastic Processes,Academic Press, Orlando, 1981.
4.
Paul G. Hoel, Sidney C. Port, Charles J. Stone, Introduction to StochasticProcesses, Waveland Press, 1986.
5.
Frank Spitzer, Principles of Random Walk, 2nd ed.,Springer-Verlag, 2001

Applications, MSC 60J, 60K

1.
Sheldon M. Ross Introduction to Probability Models, 8thed., Academic Press, San Diego, 2003
2.
David Freedman, Brownian Motion and Diffusion, Holden-Day, Inc.,San Francisco, 1971
3.
Sheldon M. Ross Simulation, 3rd ed., Academic Press, San Diego, 2003
4.
David R. Cox Renewal Theory, Chapman & Hall, London, 1962
5.
Robert B. Cooper Introduction to Queueing Theory, Methuen, London,1962; or check out the http://www.cse.fau.edu/ bob/publications/IntroToQueueingTheory_Cooper.pdfelectronicversion

单词	BibliographyForProbability
释义	bibliography for probability References for Probability, MSC 60 - XX Basics without Measure Theory, 60A, 60C 1. Morris H. DeGroot, Mark J. Schervish Probability and , 3rd ed., Addison Wesley, 2001 2. Sheldon Ross, A First Course in Probability, 6th ed., Prentice Hall, New Jersey, 2002 3. Harald CramÃÂ©r, Sannolikhetskalkylen och några av dess användningar, 2nd ed., Almqvist & Wicksell, Uppsala, 1951 4. Harald CramÃÂ©r, Mathematical Methods of Statistics, Princeton, 1946 Foundations, MSC 60A, 60E, 60F 1. William Feller, An Introduction to Probability Theory and Its Applications,Volume 1, 3rd ed., John Wiley and Sons, Inc., New York, 1968. 2. William Feller, An Introduction to Probability Theory and Its Applications,Volume 2, 2rd ed., John Wiley and Sons, Inc., New York, 1971. 3. Andrei N. Kolmogorov, Foundations of the Theory of Probability,2nd ed., American Mathematical Society, 1997. 4. Richard Durrett, Probability: Theory and Examples 2nded., Duxbury Press, 1995 5. Kai Lai Chung, A Course in Probability Theory, 3rd ed. Academic Press, 2001. 6. Harald CramÃÂ©r, Random variables and probability distributions, Cambridge, 1937 Stochastic Processes, MSC 60G, 60H 1. Joseph L. Doob, Stochastic Processes,John Wiley and Sons, Inc. New York, 1953. 2. Samuel. Karlin and Howard E. Taylor, A First Course in StochasticProcesses, 2nd ed., Academic Press, New York, 1975. 3. Samuel Karlin and Howard E. Taylor, A Second Course in Stochastic Processes,Academic Press, Orlando, 1981. 4. Paul G. Hoel, Sidney C. Port, Charles J. Stone, Introduction to StochasticProcesses, Waveland Press, 1986. 5. Frank Spitzer, Principles of Random Walk, 2nd ed.,Springer-Verlag, 2001 Applications, MSC 60J, 60K 1. Sheldon M. Ross Introduction to Probability Models, 8thed., Academic Press, San Diego, 2003 2. David Freedman, Brownian Motion and Diffusion, Holden-Day, Inc.,San Francisco, 1971 3. Sheldon M. Ross Simulation, 3rd ed., Academic Press, San Diego, 2003 4. David R. Cox Renewal Theory, Chapman & Hall, London, 1962 5. Robert B. Cooper Introduction to Queueing Theory, Methuen, London,1962; or check out the http://www.cse.fau.edu/ bob/publications/IntroToQueueingTheory_Cooper.pdfelectronicversion
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