Best Books on Probability for Math Graduates: A Must-Read List

In summary, There are several good resources available for learning about probability, such as the free online text "Probability Theory: The Logic of Science" and the standard text "A First Course in Probability" by Ross. Another recommended book is "A First Look at Rigorous Probability Theory" by Rosenthal.
  • #1
member 428835
hello!

can anyone recommend a good book on probability? i have my bachelor's in math but never gave probability the time it deserved.

thanks!
 
Physics news on Phys.org
  • #2
A good free text is:
http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html

More can be found at
http://www.e-booksdirectory.com/listing.php?category=412

I also like the standard text "a first course in probability" by Ross; used copies of old editions are very cheap online. I learned from the 3rd edition which was good.

Hopefully others will chime in with other recommendations.

jason
 
  • #3
Given that you have your bachelor's in math, you no doubt have enough measure theory to work through this excellent book:

Rosenthal does a good job at conveying an understanding of the underlying theory that should appeal to a math guy. Cheap too.
 

FAQ: Best Books on Probability for Math Graduates: A Must-Read List

1. What are the top books on probability for math graduates?

The top books on probability for math graduates include "Probability and Measure" by Patrick Billingsley, "A Course in Probability Theory" by Kai Lai Chung, "Probability: Theory and Examples" by Rick Durrett, "Introduction to Probability" by Joseph K. Blitzstein and Jessica Hwang, and "Probability and Stochastics" by Erhan Cinlar. These books are highly recommended for their comprehensive coverage of probability theory and their rigorous approach to the subject.

2. What makes these books stand out as the best in the field of probability?

These books stand out as the best in the field of probability because they cover a wide range of topics, from basic concepts to advanced theories, and provide clear and concise explanations with numerous examples and exercises. They also have a strong emphasis on mathematical rigor, making them suitable for graduate-level study.

3. Are these books suitable for self-study or are they better used as textbooks?

These books can be used both as textbooks for a formal course on probability or as self-study resources. However, they may be more challenging for self-study as they assume a strong background in mathematics and may require additional resources for further explanation and practice.

4. Are there any prerequisites for reading these books?

These books are intended for math graduates, so a solid understanding of basic calculus, linear algebra, and real analysis is necessary. Some books may also require knowledge of measure theory and functional analysis.

5. Can these books be used as reference guides after completing a course on probability?

Yes, these books can serve as valuable reference guides for graduate students and researchers in the field of probability. They cover a wide range of topics and provide in-depth explanations and examples, making them useful for further study and research.

Similar threads

Replies
6
Views
2K
Replies
5
Views
4K
Replies
7
Views
2K
Replies
2
Views
2K
Replies
3
Views
2K
Replies
9
Views
2K
Replies
5
Views
2K
Back
Top