University of Primorska, FAMNIT
 
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Probability >> Literature
 
 
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.