PROBABILITY

Probability: General

Borel, Emile. Elements of the Theory of Probability Englewood Cliffs, NJ: Prentice Hall, 1965.

* Cacoullos, T. Exercises in Probability New York, NY: Springer-Verlag, 1989.

* David, F.N. Games, Gods, and Gambling New York, NY: Hafner Press, 1962.

* Gani, J., ed. The Craft of Probabilistic Modelling: A Collection of Personal Accounts New York, NY: Springer-Verlag, 1986.

** Gnanadesikan, Mrudulla; Scheaffer, Richard L.; and Swift, Jim. The Art and Techniques of Simulation Palo Alto, CA: Dale Seymour, 1987.

Huff, Darrell and Geis, I. How to Take a Chance New York, NY: W.W. Norton, 1959.

* Kahneman, Daniel; Slovic, Paul; and Tversky, Amos, eds. Judgment Under Uncertainty: Heuristics and Biases New York, NY: Cambridge University Press, 1982.

** Mosteller, Frederick. Fifty Challenging Problems in Probability with Solutions Mineola, NY: Dover, 1987.

** Newman, Claire M.; Obremski, Thomas E.; and Scheaffer, Richard L. Exploring Probability Palo Alto, CA: Dale Seymour, 1987.

*** Packel, Edward W. The Mathematics of Games and Gambling Washington, DC: Mathematical Association of America, 1981.

Renyi, Alfred. Letters on Probability Detroit, MI: Wayne State University Press, 1973.

Thorp, Edward O. Beat the Dealer: A Winning Strategy for the Game of Twenty-One New York, NY: Vintage Books, 1966.

Wagenaar, Willem A. Paradoxes of Gambling Behaviour Hillsdale, NJ: Lawrence Erlbaum, 1988.

*** Weaver, Warren. Lady Luck: The Theory of Probability Mineola, NY: Dover, 1982.

Probability: Elementary

Bremaud, Pierre. An Introduction to Probabilistic Modeling New York, NY: Springer-Verlag, 1988.

*** Chung, Kai Lai. Elementary Probability Theory with Stochastic Processes, New York, NY: Springer-Verlag, 1974, 1979. Third Edition.

Cramer, Harald. The Elements of Probability Theory, Melbourne, FL: Robert E. Krieger, 1973. Second Edition.

* Gnedenko, Boris V. and Khinchin, A. Ya. An Elementary Introduction to the Theory of Probability Mineola, NY: Dover, 1962.

Hodges, Joseph L. and Lehmann, E.L. Elements of Finite Probability, San Francisco, CA: Holden-Day, 1970. Second Edition.

Hoel, Paul G.; Port, Sidney C.; and Stone, Charles J. Introduction to Probability Theory Boston, MA: Houghton Mifflin, 1971.

* Khazanie, Ramakant. Basic Probability Theory and Applications Santa Monica, CA: Goodyear, 1976.

Mosteller, Frederick, et al. Probability with Statistical Applications, Reading, MA: Addison-Wesley, 1970. Second Edition.

Olkin, Ingram; Gleser, L.J.; and Derman, C. Probability Models and Applications New York, NY: Macmillan, 1978.

Ross, Sheldon M. Introduction to Probability Models, New York, NY: Academic Press, 1972, 1985. Third Edition.

** Scheaffer, Richard L. Introduction to Probability and Its Applications Boston, MA: PWS-Kent, 1990.

** Snell, J. Laurie. Introduction to Probability Cambridge, MA: Random House, 1988.

* Tuckwell, Henry C. Elementary Applications of Probability Theory New York, NY: Chapman and Hall, 1988.

Probability: Advanced

Breiman, Leo. Probability Reading, MA: Addison-Wesley, 1968.

* Chow, Yuan Shih and Teicher, Henry. Probability Theory: Independence, Interchangeability, Martingales, New York, NY: Springer-Verlag, 1988. Second Edition.

** Chung, Kai Lai. A Course in Probability Theory, New York, NY: Academic Press, 1974. Second Edition.

Cramer, Harald. Random Variables and Probability Distributions, New York, NY: Cambridge University Press, 1970. Third Edition.

Durrett, Richard. Probability: Theory and Examples Belmont, CA: Wadsworth, 1991.

*** Feller, William. An Introduction to Probability Theory and Its Applications, New York, NY: John Wiley, 1968, 1971. 2 Vols., Second Edition.

* Gnedenko, Boris V. The Theory of Probability and the Elements of Statistics, New York, NY: Chelsea, 1967, 1989. Fifth Edition.

Hunter, Jeffrey J. Mathematical Techniques of Applied Probability New York, NY: Academic Press, 1983.

Johnson, Norman L. and Kotz, Samuel. Urn Models and Their Application: An Approach to Modern Discrete Probability Theory New York, NY: John Wiley, 1977.

** Kac, Mark. Statistical Independence in Probability, Analysis, and Number Theory Washington, DC: Mathematical Association of America, 1959.

* Lloyd, Emlyn. Probability New York, NY: John Wiley, 1980. Handbook of Applicable Mathematics, Volume II.

** Loeve, Michel M. Probability Theory, New York, NY: Springer-Verlag, 1978. 2 Vols., Fourth Edition.

Moran, Patrick A. An Introduction to Probability Theory New York, NY: Oxford University Press, 1968, 1984.

Parzen, Emanuel. Modern Probability Theory and Its Applications New York, NY: John Wiley, 1960.

Rao, M.M. Probability Theory with Applications New York, NY: Academic Press, 1984.

* Rosenblatt, Murray, ed. Studies in Probability Theory Washington, DC: Mathematical Association of America, 1978.

*** Rothschild, V. and Logothetis, N. Probability Distributions New York, NY: John Wiley, 1986.

Shiryayev, A.N. Probability New York, NY: Springer-Verlag, 1984.

Spencer, Joel H. Ten Lectures on the Probabilistic Method Philadelphia, PA: Society for Industrial and Applied Mathematics, 1987.

Trivedi, Kishor S. Probability and Statistics with Reliability, Queueing, and Computer Science Applications Englewood Cliffs, NJ: Prentice Hall, 1982.

* Tucker, Howard G. A Graduate Course in Probability New York, NY: Academic Press, 1967.

Probability: Stochastic Processes

Bailey, Norman T.J. The Elements of Stochastic Processes with Applications to the Natural Sciences New York, NY: John Wiley, 1990.

* Bhat, U. Narayan. Elements of Applied Stochastic Processes, New York, NY: John Wiley, 1984. Second Edition.

Brockwell, Peter J. and Davis, Richard A. Time Series: Theory and Methods, New York, NY: Springer-Verlag, 1987, 1991. Second Edition.

Chow, Yuan Shih; Robbins, Herbert; and Siegmund, David. Great Expectations: The Theory of Optimal Stopping Mineola, NY: Dover, 1991.

Chung, Kai Lai and Williams, R.J. Introduction to Stochastic Integration, New York, NY: Birkhauser, 1983, 1990. Second Edition.

Cox, D.R. and Isham, Valerie. Point Processes New York, NY: Chapman and Hall, 1980.

Cox, D.R. and Smith, W.L. Queues New York, NY: Halsted Press, 1961.

Cramer, Harald and Leadbetter, M.R. Stationary and Related Stochastic Processes New York, NY: John Wiley, 1970.

* Dellacherie, Claude and Meyer, Paul-Andre. Probabilities and Potential Amsterdam: North-Holland, 1978.

*** Doob, J.L. Stochastic Processes New York, NY: John Wiley, 1965, 1990.

* Doyle, Peter G. and Snell, J. Laurie. Random Walks and Electric Networks Washington, DC: Mathematical Association of America, 1984.

Dubins, Lester E. and Savage, Leonard J. Inequalities for Stochastic Processes (How to Gamble If You Must) Mineola, NY: Dover, 1976.

* Hida, T. Brownian Motion New York, NY: Springer-Verlag, 1980.

** Kallinpur, Gopinath. Stochastic Filtering Theory New York, NY: Springer-Verlag, 1980.

* Karlin, Samuel and Taylor, Howard M. A First Course in Stochastic Processes, New York, NY: Academic Press, 1975. Second Edition.

Karlin, Samuel and Taylor, Howard M. A Second Course in Stochastic Processes New York, NY: Academic Press, 1981.

Kemeny, John G. and Snell, J. Laurie. Finite Markov Chains New York, NY: Springer-Verlag, 1976.

Kemeny, John G.; Snell, J. Laurie; and Knapp, Anthony W. Denumerable Markov Chains, New York, NY: Springer-Verlag, 1976. Second Edition.

Lukacs, Eugene. Stochastic Convergence, New York, NY: Academic Press, 1975. Second Edition.

* Medhi, J. Stochastic Processes New York, NY: Halsted Press, 1982.

* Nelson, Edward. Radically Elementary Probability Theory Princeton, NJ: Princeton University Press, 1987.

Port, Sidney C. and Stone, Charles J. Brownian Motion and Classical Potential Theory New York, NY: Academic Press, 1978.

Rosenblatt, Murray. Random Processes, New York, NY: Springer-Verlag, 1974. Second Edition.

** Ross, Sheldon M. Stochastic Processes New York, NY: John Wiley, 1983.

Skorokhod, A.V. Studies in the Theory of Random Processes Mineola, NY: Dover, 1982.

* Sobol, I.M. The Monte Carlo Method Moscow: MIR, 1975.

Spitzer, Frank. Principles of Random Walk New York, NY: Van Nostrand Reinhold, 1964.

Syski, R. Random Processes: A First Look, New York, NY: Marcel Dekker, 1979, 1989. Second Edition.

* Taylor, Howard M. and Karlin, Samuel. An Introduction to Stochastic Modeling New York, NY: Academic Press, 1984.

Tops e, Flemming. Spontaneous Phenomena: A Mathematical Analysis New York, NY: Academic Press, 1990.

Probability: Foundations

Fine, Terrence L. Theories of Probability: An Examination of Foundations New York, NY: Academic Press, 1973.

Good, I.J. Good Thinking: The Foundations of Probability and Its Applications Minneapolis, MN: University of Minnesota Press, 1983.

Harper, W.L. and Hooker, C.A., eds. Foundations of Probability Theory, Statistical Inference, and Statistical Theories of Sciences, Norwell, MA: D. Reidel, 1976. 2 Vols.

** Kolmogorov, Andrei N. Foundations of the Theory of Probability, New York, NY: Chelsea, 1950, 1956. Second Edition.

Renyi, Alfred. Foundations of Probability San Francisco, CA: Holden-Day, 1970.

* Shafer, Glenn. A Mathematical Theory of Evidence Princeton, NJ: Princeton University Press, 1976.

* de Finetti, Bruno. Probability, Induction, and Statistics New York, NY: John Wiley, 1972.

** de Finetti, Bruno. Theory of Probability: A Critical Introductory Treatment, New York, NY: John Wiley, 1974, 1975. 2 Vols.

*** von Mises, Richard. Probability, Statistics, and Truth, Mineola, NY: Dover, 1981. Second Revised English Edition.

Probability: Measure Theory

Ash, Robert B. Real Analysis and Probability New York, NY: Academic Press, 1972.

Bauer, Heinz. Probability Theory and Elements of Measure Theory, New York, NY: Academic Press, 1978, 1981. Second English Edition.

* Billingsley, Patrick. Convergence of Probability Measures New York, NY: John Wiley, 1968.

** Billingsley, Patrick. Probability and Measure, New York, NY: John Wiley, 1979, 1986. Second Edition.

Dudley, Richard M. Real Analysis and Probability Belmont, CA: Wadsworth, 1989.

Kallenberg, Olav. Random Measures New York, NY: Academic Press, 1983.

* Kingman, J.F.C. and Taylor, S.J. Introduction to Measure with Probability New York, NY: Cambridge University Press, 1966.

* Krieger, Henry A. Measure-theoretic Probability Lanham, MD: University Press of America, 1980.

** Parthasarathy, K.R. Probability Measures on Metric Spaces New York, NY: Academic Press, 1967.

Probability: Fuzzy Sets

Kaufmann, Arnold and Gupta, Madan M. Introduction to Fuzzy Arithmetic: Theory and Applications New York, NY: Van Nostrand Reinhold, 1985.

* Kaufmann, Arnold. Introduction to the Theory of Fuzzy Subsets, New York, NY: Academic Press, 1975.

Klir, George J. and Folger, Tina A. Fuzzy Sets, Uncertainty, and Information Englewood Cliffs, NJ: Prentice Hall, 1988.

Yager, R.R. Fuzzy Sets and Possibility Theory Elmsford, NY: Pergamon Press, 1982.

Probability: Special Topics

Bharucha-Reid, A.T. Probabilistic Methods in Applied Mathematics, New York, NY: Academic Press, 1968, 1970. 2 Vols.

Doob, J.L. Classical Potential Theory and Its Probabilistic Counterpart New York, NY: Springer-Verlag, 1984.

** Gray, Robert M. Probability, Random Processes, and Ergodic Properties New York, NY: Springer-Verlag, 1988.

Grenander, Ulf. Probabilities on Algebraic Structures New York, NY: John Wiley, 1963.

* Gudder, Stanley P. Quantum Probability New York, NY: Academic Press, 1988.

** Romano, Joseph P. and Siegel, Andrew F. Counterexamples in Probability and Statistics Belmont, CA: Wadsworth, 1986.

* Solomon, Herbert. Geometric Probability Philadelphia, PA: Society for Industrial and Applied Mathematics, 1978.

Springer, M.D. The Algebra of Random Variables New York, NY: John Wiley, 1979.

** Szekely, Gabor J. Paradoxes in Probability Theory and Mathematical Statistics Norwell, MA: D. Reidel, 1986.

* Yaglom, A.M. and Yaglom, I.M. Probability and Information Norwell, MA: D. Reidel, 1983.

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