Online Math: Probability
Alexandre Stefanov long maintained a list of
online math texts and other materials at Geocities, but it appears
that his original web site is no longer available.
Because these resources may be of interest to our readers,
we present here a modified version of Stefanov's list as of November 18, 2009.
We welcome corrections or suggested additions to this list.
See also Math on the Web, compiled by the American Mathematical Society, for more online math resources.
- Introduction to Probability, by Charles Grinstead & J. Laurie Snell
- Probability.Net, Tutorials by Noel Vaillant
- Probability Theory: The Logic of Science, by Edwin Thompson Jaynes
- Probability Theory As Extended Logic, collection of articles and books by Larry Bretthorst
- Introduction to Probability, by Oliver Knill
- Random Walks and Diffusion, Lecture Notes by Martin Z. Bazant
- Reversible Markov Chains and Random Walks on Graphs, by Aldous and Fill (monograph in preparation)
- An Invitation to Sample Paths of Brownian Motion
- Notes on probability theory, by H. W. Lenstra
- An introduction to stochastic differential equations - Lawrence Craig Evans
- Stochastic Calculus, by Alan Bain
- Probability Theory, by S.R.S.Varadhan
- Statistics, by S.R.S.Varadhan
- Stochastic Processes, by S.R.S.Varadhan
- Stochastic Differential Equations, by Thomas G.Kurtz
- Stochastic Integration and Stochastic Differential Equations, by Klaus Bichteler
- Probability, Random Processes, and Ergodic Properties, by R.M. Gray
- Markov Chains and Stochastic Stability, by S.P. Meyn and R.L. Tweedie