E. B. Dynkin, V. A. Uspenskii, "Mathematical Conversations: Multicolor Problems, Problems in the Theory of Numbers, and Random Walks" Dover Publications | 2006 | ISBN: 0486453510 | 288 pages | Djvu | 2,5 MB

Allan Gut, "An Intermediate Course in Probability (Springer Texts in Statistics)" Springer; 2nd ed. edition (June 23, 2009) | English | 1441901612 | 302 pages | PDF | 2.25 MB

by Valentin V. Petrov "Limit Theorems of Probability Theory: Sequences of Independent Random Variables" Oxford University Press | Pages: 304 | June 15, 1995 | ISBN: 019853499X | PDF | 2 MB

Paul Dupuis, Richard S. Ellis, "A Weak Convergence Approach to the Theory of Large Deviations (Wiley Series in Probability and Statistics)" Wiley-Interscience | 1997 | ISBN: 0471076724 | 504 pages | PDF | 6,4 MB

… is] an excellent new introductory text on probability. The classical way of teaching probability is based on measure theory. In this book discrete and continuous probability are … , within the realm of Riemann integration and not using notions from measure theoryâ¦. Numerous topics are discussed, such as: random walks, weak laws of large numbers … processes, weak convergence and [the] central limit theorem. The theory is illustrated with many original and surprising examples and problems." Zentralblatt Math

Arjun K. Gupta, Wei-Bin Zeng, Yanhong Wu, "Probability and Statistical Models: Foundations for Problems in Reliability and Financial Mathematics" Birkhäuser Boston | 2010 | ISBN: 0817649867 | 296 pages | PDF | 1,2 MB

Measure Theory and Probability Theory (Springer Texts in Statistics) Springer; 1 edition (July 27, 2006) | ISBN: 038732903X | 618 pages | PDF | 4 MB This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. It is intended primarily for first year Ph.D.

J. Michael Steele, "Probability Theory and Combinatorial Optimization" Society for Industrial Mathematics | 1987 | ISBN: 0898713803 | 167 pages | Djvu | 1,7 MB

… recent developments in the field of probability and statistics for dependent data. The book covers a wide range of topics from Markov chain theory and weak dependence with an … non-linear processes and random fields currently encountered in applications. Finally, in the last part, some general estimation problems are investigated, ranging from rate of convergence of maximum likelihood estimators to efficient estimation in parametric or non-parametric time series models, with an emphasis on applications with …

A Natural Introduction to Probability Theory, Second Edition Publisher: Birkhäuser Basel | ISBN: 3764387238 | edition 2008 | PDF | 197 pages | 1,1 mb "The book [is] an excellent new introductory text on probability. The classical way of teaching probability is based on measure theory. In this book discrete and continuous probability are studied with mathematical...