Reference Books

Math 280B (Winter 2022)

  1. Bauer, Heinz: Probability Theory [QA273 .B266713 1996]
  2. Billingsley, Patrick: Probability and Measure (3rd ed) [QA273 .B575 1995]
  3. Chow, Yuan Shih and Teicher, Henry: Probability Theory : Independence, Interchangeability, Martingales (3rd ed) [click here] [QA273 .C573 1997]
  4. Chung, Kai Lai: A Course in Probability Theory (3rd ed) [QA273 .C577 2001]
  5. Durrett, Richard: Probability : theory and examples (5th ed) [click here] [QA273 .D865 2010]
  6. Feller, William: An Introduction to Probability Theory and its Applications (2 volumes) [QA273 .F3713 1968 1] and [QA273 .F3713 1968 2]
  7. Fristedt, B. and Grey, L.F.: A modern approach to probability theory [click here] [QA273 .F92 1997]
  8. Kallenberg, Olav: Foundations of modern probability (3rd ed) [click here] [QA273.K285 2001](2nd ed in Geisel)
  9. Klenke, Achim: Probability Theory [click here] [QA273 .K5413 2008]
  10. Pollard, David: A User's Guide to Measure Theoretic Probability [QA273 .P7735 2002]
  11. Rotar, Vladimir: Probability Theory [QA273.2 .R68 1997]
  12. Shiryaev, Albert N.: Probability (3nd ed, in 2 volumes) [click here] and [click here] [QA273 .S54413 2016]
  13. Stroock, Daniel W.: Probability Theory: An Analytic View [QA273 .S763 1993]
  14. Williams, David Probability with Martingales [QA274.5 .W55 1991]

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Last updated December 16, 2021