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60-00-BibliographyForProbability.tex
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60-00-BibliographyForProbability.tex
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\documentclass[12pt]{article}
\usepackage{pmmeta}
\pmcanonicalname{BibliographyForProbability}
\pmcreated{2013-03-22 15:06:28}
\pmmodified{2013-03-22 15:06:28}
\pmowner{CWoo}{3771}
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\pmtitle{bibliography for probability}
\pmrecord{7}{36840}
\pmprivacy{1}
\pmauthor{CWoo}{3771}
\pmtype{Bibliography}
\pmcomment{trigger rebuild}
\pmclassification{msc}{60-00}
\endmetadata
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\usepackage{amssymb,amscd}
\usepackage{amsmath}
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%\usepackage{psfrag}
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\begin{document}
\section*{References for Probability, MSC 60 - XX}
\subsection*{Basics without Measure Theory, 60A, 60C}
\begin{enumerate}
\item Morris H. DeGroot, Mark J. Schervish \emph{Probability and \PMlinkescapetext{Statistics}}, 3rd ed., Addison Wesley, 2001
\item Sheldon Ross, \emph{A First Course in Probability}, 6th ed., Prentice Hall, New Jersey, 2002
\item Harald Cramér, {\em Sannolikhetskalkylen och n\aa{}gra av dess anv\"andningar}, 2nd ed., Almqvist \& Wicksell, Uppsala, 1951
\item Harald Cramér, {\em Mathematical Methods of Statistics}, Princeton, 1946
\end{enumerate}
\subsection*{Foundations, MSC 60A, 60E, 60F}
\begin{enumerate}
\item William Feller, \emph{An Introduction to Probability Theory and Its Applications,
Volume 1}, 3rd ed., John Wiley and Sons, Inc., New York, 1968.
\item William Feller, \emph{An Introduction to Probability Theory and Its Applications,
Volume 2}, 2rd ed., John Wiley and Sons, Inc., New York, 1971.
\item Andrei N. Kolmogorov, \emph{Foundations of the Theory of Probability},
2nd ed., American Mathematical Society, 1997.
\item Richard Durrett, \emph{Probability: Theory and Examples} 2nd
ed., Duxbury Press, 1995
\item Kai Lai Chung, \emph{A Course in Probability Theory}, 3rd ed. Academic Press, 2001.
\item Harald Cramér, {\em Random variables and probability distributions}, Cambridge, 1937
\end{enumerate}
\subsection*{Stochastic Processes, MSC 60G, 60H}
\begin{enumerate}
\item Joseph L. Doob, \emph{Stochastic Processes},
John Wiley and Sons, Inc. New York, 1953.
\item Samuel. Karlin and Howard E. Taylor, \emph{A First Course in Stochastic
Processes}, 2nd ed., Academic Press, New York, 1975.
\item Samuel Karlin and Howard E. Taylor, \emph{A Second Course in Stochastic Processes},
Academic Press, Orlando, 1981.
\item Paul G. Hoel, Sidney C. Port, Charles J. Stone, \emph{Introduction to Stochastic
Processes}, Waveland Press, 1986.
\item Frank Spitzer, \emph{Principles of Random Walk}, 2nd ed.,
Springer-Verlag, 2001
\end{enumerate}
\subsection*{Applications, MSC 60J, 60K}
\begin{enumerate}
\item Sheldon M. Ross \emph{Introduction to Probability Models}, 8th
ed., Academic Press, San Diego, 2003
\item David Freedman, \emph{Brownian Motion and Diffusion}, Holden-Day, Inc.,
San Francisco, 1971
\item Sheldon M. Ross \emph{Simulation}, 3rd ed., Academic Press, San Diego, 2003
\item David R. Cox \emph{Renewal Theory}, Chapman \& Hall, London, 1962
\item Robert B. Cooper \emph{Introduction to Queueing Theory}, Methuen, London,
1962; or check out the \PMlinkexternal{electronic
version}{http://www.cse.fau.edu/~bob/publications/IntroToQueueingTheory_Cooper.pdf}
\end{enumerate}
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\end{document}