Real Analysis and Probability (Wadsworth & Brooks/Cole Mathematics Series)8 reviews
R.M. Dudley

Chapman & Hall/CRC, 1989

A classic text in theoretical probability

+ masterpiece
+ A classic
+ one of the best
  
  











  



  
Probability Theory, an Analytic View4 reviews
Daniel W. Stroock

Cambridge University Press, 1994

probability via analysis and Stein's Method

+ basic probability but with a Stein twist,an analytical approach
+ You may have to soak this book up slowly
+ An excellent reference
  
  











  



  
The Pleasures of Probability (Undergraduate Texts in Mathematics / Readings in Mathematics)4 reviews
Richard Isaac

Springer, 1996

delightful introduction to probability

+ nice intro to probability
+ very good book - fun for amateurs
+ Excellent introduction
  
  











  



  
Probability and Finance: It's Only a Game!3 reviews
Glenn Shafer, Vladimir Vovk

Wiley-Interscience, 2001

three probability books in one!

+ probability for finance made interesting

Glenn Shafer wrote a very thought provoking book on the mathematical theory of evidence many years ago. Vladimir Vovk was a student of Kolmogorov. At first I thought this would be a book that tries to replace the measure theoretic approach to probability with a game theory (gambling) approach and ...
  
  











  



  
Probability for Statisticians3 reviews
Galen R. Shorack

Springer, 2000

classic probability with a slant toward stat applications

+ classical probability but aimed at statistical uses
+ Good Material - bad writing style.

Galen Shorack is a statistics professor at the University of Washington. He specializes in empirical processes and probability theory. He and Wellner wrote a mammoth treatise on empirical processes that was well received. This book is very well written. It covers the basics for a standard ...
  
  











  



  
A Course in Probability Theory Revised4 reviews
Kai Lai Chung

Academic Press, 2000

A well organized textbook

+ good graduate probability text
+ excellent text on probability
+ the best buy
  
  











  



  
Probability: Theory and Examples17 reviews
Richard Durrett

Duxbury Press, 1995

Good book for educated people, bad for losers

+ very good and concise reference

I have the second edition of this book. It's one of the best math books I've read. There're a lot of good examples, and the exercises are interesting and doable. There are many modern topics as well as classical ones, all of which are well organized and clearly explained. I think this book provides ...
  
  











  



  
Probability and Measure, 3rd Edition11 reviews
Patrick Billingsley

Wiley-Interscience, 1995

An exceptionally good book

+ Solid and Elementary
+ Excellent.... Just beautiful...
+ The book on probability
  
  











  



  
Course in Probability Theory (Probability and Mathematical Statistics, 21)4 reviews
Kai Lai Chung

Academic Press, 1974

A well organized textbook

+ good graduate probability text
+ excellent text on probability
+ the best buy
  
  











  



  
Probability with Martingales (Cambridge Mathematical Textbooks)15 reviews
David Williams

Cambridge University Press, 1991

excellent probability text

+ Interesting book, but needs complementary material
+ A Pedagogical Masterpiece
+ A nice treatment of Discreet Time Martingales
  
  











  



  
Theory of Probability: A Critical Introductory Treatment (Wiley Series in Probability & Mathematical ...
Bruno De Finetti

John Wiley & Sons, 1992
  
  











  



  
A Probability Path9 reviews
Sidney Resnick

Birkhäuser Boston, 1999

some more details

+ excellent book
+ A MUST-HAVE!!!
+ Measure-theoretic probability for everybody
  
  











  



  
Probability and Finance: It's Only a Game!3 reviews
Glenn Shafer, Vladimir Vovk

Wiley-Interscience, 2001

three probability books in one!

+ probability for finance made interesting

Glenn Shafer wrote a very thought provoking book on the mathematical theory of evidence many years ago. Vladimir Vovk was a student of Kolmogorov. At first I thought this would be a book that tries to replace the measure theoretic approach to probability with a game theory (gambling) approach and ...
  
  











  



  
Probability for Statisticians3 reviews
Galen R. Shorack

Springer, 2000

classic probability with a slant toward stat applications

+ classical probability but aimed at statistical uses
+ Good Material - bad writing style.

Galen Shorack is a statistics professor at the University of Washington. He specializes in empirical processes and probability theory. He and Wellner wrote a mammoth treatise on empirical processes that was well received. This book is very well written. It covers the basics for a standard ...
  
  











  



  
Real Analysis and Probability (Wadsworth & Brooks/Cole Mathematics Series)8 reviews
R.M. Dudley

Chapman & Hall/CRC, 1989

A classic text in theoretical probability

+ masterpiece
+ A classic
+ one of the best
  
  











  



  
A Probability Path9 reviews
Sidney Resnick

Birkhäuser Boston, 1999

some more details

+ excellent book
+ A MUST-HAVE!!!
+ Measure-theoretic probability for everybody
  
  











  



  
The Pleasures of Probability (Undergraduate Texts in Mathematics / Readings in Mathematics)4 reviews
Richard Isaac

Springer, 1996

delightful introduction to probability

+ nice intro to probability
+ very good book - fun for amateurs
+ Excellent introduction
  
  











  



  
A Course in Probability Theory Revised4 reviews
Kai Lai Chung

Academic Press, 2000

A well organized textbook

+ good graduate probability text
+ excellent text on probability
+ the best buy
  
  











  



  
Course in Probability Theory (Probability and Mathematical Statistics, 21)4 reviews
Kai Lai Chung

Academic Press, 1974

A well organized textbook

+ good graduate probability text
+ excellent text on probability
+ the best buy
  
  











  



  
Probability and Measure, 3rd Edition11 reviews
Patrick Billingsley

Wiley-Interscience, 1995

An exceptionally good book

+ Solid and Elementary
+ Excellent.... Just beautiful...
+ The book on probability