Math 6040-1, University of Utah, Fall 2006
Mathematical Probability: Electronic Resources
Lectures Notes
- Lecture notes by Kenneth Backlawski and Gian-Carlo Rota (in
PDF).
- Lecture notes by Richard F. Bass
(in PDF).
- Lecture notes on SDEs (and also elementary probability) by Craig Evans
(in PDF).
- Lecture notes by Jim Pitman
(several PDF files here,
and here).
Oldies but Goodies
- Théorie de la Speculation.
Doctoral Thesis of Louis Bachelier
(in PDF).
- Doctrine of Chances by Abraham DeMoivre
(in PDF).
- Lecture notes by Henri Poincaré.
Page-by-page viewing; painful process but not without reward (in
PDF).
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