A probability path

What Hacker News says

1. harshrealityApr 2014
   As mentioned in another subthread, Pugh's Real Mathematical Analysis is great, and better motivated than baby Rudin.

   Wilf - Generatingfunctionology (CRC 3rd ed.; free 2nd ed. pdf[1])

   Lovasz - Combinatorial Problems and Exercises (AMS Chelsea)

   The classic probability book is Feller (2 vol), but it's absurdly priced. There's also Sidney Resnick's Probability Path and Adventures in Stochastic Processes. Grinstead & Snell - Introduction to Probability Theory is free[2], and there's also Chung's A Course in Probability Theory (Academic Press/Elsevier).

   Dover publishes at least three good books on counterexamples and pathological cases: Counterexamples in {Analysis, Probability, Topology}

   [1] http://www.math.upenn.edu/~wilf/DownldGF.html

   [2] http://www.dartmouth.edu/~chance/teaching_aids/books_article...

   Show morethread
2. keithpeterOct 2015
   Thanks

   The Amazon UK reviews of Chung's book lead me to A Probability Path by Sidney Resnick which appears to be aimed at non-mathematicians. I have invested (speaking as a renegade physicist lacking a systematic exploration of measure theory).

   thread
3. dmvaldmanOct 2010
   The roadmap would be to first learn analysis (advanced calculus), then measure theory, then get a measure theory probability book.

   I'll assume you are teaching this to yourself.

   For analysis, I wouldn't get Rudin's book (concepts are poorly motivated). There are plenty of good Dover books. But I haven't read them because, well, I learned from Rudin.

   For measure theory, I'd read Kolmogorov and Fomin's book. Rudin also has a measure theory book, which is much better than his analysis book, but it's hefty. Good problems though.

   For a book on Probability, we read A Probability Path at my university. I wasn't fond of it. Someone referred me to Probability with Martingales, and though I didn't read it, it looked very good.

   Show morethread