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There are many textbooks on probability. The course will roughly follow the textbook
Janko Gravner, Probability, UC Davis, 2010. Below are a few more textbooks with comments.
- G. R. Grimmett in D. Welsh, Probability, Oxford, 1986. A
nice and clean introductory course with many examples and clear proofs.
- D. Stirzaker, Probability and Random Variables, a beginner's guide,
Cambridge, 1999. A more thorough introduction with many examples.
- G. R. Grimmett in D. Stirzaker, Probability and Random Processes,
3rd edition, Oxford, 2001. One of the best undergraduate texts in
probability. It is more demanding reading but with many excellent examples
and excellent problems.
- R. Durrett, Probability: Theory and Examples, 2nd edition, Duxburry
Press, 1995.
A more advance text using measure theory. It is more a graduate level text
but is well written with clear proofs.
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