Elementary probability theory with stochastic processes

What Hacker News says

1. antegamisouJun 2023
   Anything that would help build a strong probability theory background.

   Assuming you have some freshman-college math literacy, here are a few great introductory books to Probability theory:

       Introduction To Probability by D. Bertsekas & J. Tsitsiklis
   

   https://www.amazon.com/Introduction-Probability-2nd-Dimitri-...

       Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance  by K. L. Chung & F. AitSahlia 
   

   https://www.amazon.com/Elementary-Probability-Theory-Introdu...

       An Introduction to Probability Theory and Its Applications Vol. 1 by W. Feller
   

   https://www.amazon.com/Introduction-Probability-Theory-Appli...

   I'm sure there are some great video lectures on the subject as well, but unfortunately I can't point you to any relevant material since textbooks is what I used when I was in college. But if I had to guess, the latest relevant MIT OCW course that has video lectures available would be sufficient.

   Show morethread
2. olifanteJul 2011
   I thoroughly enjoyed Kai Lai Chung's "Elementary Probability Theory With Stochastic Processes" when I was in college:

   http://www.amazon.com/dp/0387903623/

   thread