Probability and Stochastic Processes (MMath)

MMath book lists:
00: General Mathematics *
01: History of Mathematics *
03: Logic and Set Theory *
05: Combinatorics and Graph Theory *
06: Order and Lattices
08: General Algebra *
11: Number Theory *
12: Field Theory
13: Commutative Algebra
14: Algebraic Geometry *
15: Linear Algebra *
16: Noncommutative Rings
17: Lie Algebras
18: Category Theory *
19: K-Theory
20: Group Theory *
22: Lie Groups *
26: Real Analysis *
28: Measure and Integration *
30: Complex Analysis *
31: Potential Theory
32: Several Complex Variables
33: Special Functions
34: Ordinary Differential Equations
35: Partial Differential Equations *
37: Dynamical Systems and Ergodic Theory
39: Difference Equations
40: Sequences and Series
41: Approximation Theory
42: Harmonic Analysis *
43: Abstract Harmonic Analysis
44: Integral Transforms
45: Integral Equations
46: Functional Analysis *
47: Operator Theory
49: Calculus of Variations and Optimal Control
51: Geometry *
52: Convex Geometry and Discrete Geometry
53: Differential Geometry *
54: General Topology *
55: Algebraic Topology *
57: Manifolds and Cell Complexes
58: Analysis on Manifolds *
60: Probability and Stochastic Processes *
62: Statistics and Statistical Learning *
65: Numerical Methods *
68: Theoretical Computer Science *
70: Classical Mechanics *
74: Mechanics of Deformable Solids
76: Fluid Dynamics
78: Electrodynamics
80: Thermal Physics
81: Quantum Physics *
82: Statistical Physics *
83: Relativity and Gravitation *
85: Astrophysics
86: Geophysics
90: Operational Research
91: Game Theory, Economics, Finance
92: Mathematical Biology
93: Control and Systems Theory
94: Information Theory and Communication *
97: Mathematics Education *

* indicates a significant topic in undergraduate mathematics

MSC2020 mathematics subject classifications:
https://mathscinet.ams.org/mathscinet...

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All Votes Add Books To This List

1	Foundations of Modern Probability by Olav Kallenberg 4.14 avg rating — 37 ratings score: 351, and 4 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
2	Probability Theory: A Comprehensive Course by Achim Klenke 4.67 avg rating — 15 ratings score: 303, and 4 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
3	Probability Theory: The Logic of Science by E.T. Jaynes 4.41 avg rating — 651 ratings score: 288, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
4	An Introduction to Probability Theory and Its Applications, Volume 1 by William Feller 4.31 avg rating — 161 ratings score: 277, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
5	Introduction to Probability by Joseph K. Blitzstein 4.51 avg rating — 166 ratings score: 270, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
6	Probability and Measure (Wiley Series in Probability and Statistics Book 938) by Patrick Billingsley 4.21 avg rating — 66 ratings score: 265, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
7	Probability with Martingales (Cambridge Mathematical Textbooks) by David Williams 4.25 avg rating — 68 ratings score: 262, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
8	Foundations of the Theory of Probability by A.N. Kolmogorov 4.30 avg rating — 46 ratings score: 241, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
9	Applied Probability Models with Optimization Applications (Dover Books on Mathematics) by Sheldon M. Ross 4.44 avg rating — 27 ratings score: 230, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
10	The Art Of Probability by Richard Hamming 4.35 avg rating — 26 ratings score: 221, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
11	A First Course in Stochastic Processes by Samuel Karlin 4.37 avg rating — 19 ratings score: 216, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
12	A Probability Path by Sidney I. Resnick 4.45 avg rating — 22 ratings score: 215, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
13	High-Dimensional Probability: An Introduction with Applications in Data Science by Roman Vershynin 4.68 avg rating — 34 ratings score: 214, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
14	Stochastic Processes by J.L. Doob 4.45 avg rating — 20 ratings score: 213, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
15	Poisson Processes by John F.C. Kingman 4.44 avg rating — 18 ratings score: 212, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
16	Understanding Probability by H.C. Tijms 4.16 avg rating — 19 ratings score: 206, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
17	Concentration Inequalities: A Nonasymptotic Theory of Independence by Stéphane Boucheron 4.56 avg rating — 18 ratings score: 202, and 3 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
18	First Course in Probability, A by Sheldon M. Ross 3.93 avg rating — 528 ratings score: 198, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
19	Fifty Challenging Problems in Probability with Solutions (Dover Books on Mathematics) by Frederick Mosteller 4.15 avg rating — 340 ratings score: 196, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
20	All of Statistics: A Concise Course in Statistical Inference by Larry Wasserman 4.26 avg rating — 388 ratings score: 194, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
21	Introduction to Probability Models by Sheldon M. Ross 3.98 avg rating — 229 ratings score: 192, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
22	Introduction To Probability by Dimitri P. Bertsekas 4.29 avg rating — 199 ratings score: 190, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
23	Schaum's Outline of Probability and Statistics by Murray R. Spiegel 3.80 avg rating — 165 ratings score: 186, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
24	Probability, Random Variables and Stochastic Processes with Errata Sheet by Athanasios Papoulis 4.25 avg rating — 148 ratings score: 184, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
25	Probability and Statistics (4th Edition) by Morris H. DeGroot 3.86 avg rating — 132 ratings score: 182, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
26	A Treatise on Probability by John Maynard Keynes 4.10 avg rating — 118 ratings score: 178, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
27	Statistics As Principled Argument by Robert P. Abelson 4.17 avg rating — 107 ratings score: 176, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
28	Probability and Random Processes by Geoffrey R. Grimmett 3.85 avg rating — 93 ratings score: 174, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
29	Stochastic Differential Equations: An Introduction with Applications by Bernt Øksendal 4.08 avg rating — 78 ratings score: 172, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
30	Lady Luck: The Theory of Probability (Dover Books on Mathematics) by Warren Weaver 4.09 avg rating — 74 ratings score: 170, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
31	Schaum's Outline of Introduction to Probability and Statistics by Seymour Lipschutz 4.18 avg rating — 56 ratings score: 168, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
32	Simulation by Sheldon M. Ross 4.06 avg rating — 47 ratings score: 162, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
33	Schaum's Outline of Probability by Seymour Lipschutz 4.10 avg rating — 42 ratings score: 160, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
34	Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics, 113) by Ioannis Karatzas 3.89 avg rating — 46 ratings score: 158, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
35	Schaum's Outline of Mathematics of Finance by Petr Zima 3.87 avg rating — 39 ratings score: 156, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
36	Probability: Theory and Examples (Cambridge Series in Statistical and Probabilistic Mathematics Book 49) by Richard Durrett 3.89 avg rating — 46 ratings score: 152, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
37	Probability: Theory and Examples (Cambridge Series in Statistical and Probabilistic Mathematics) by Rick Durrett 3.97 avg rating — 37 ratings score: 148, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
38	Music and Probability by David Temperley 3.96 avg rating — 28 ratings score: 146, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
39	Probability: An Introduction by Geoffrey R. Grimmett 4.10 avg rating — 39 ratings score: 144, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
40	An Introduction to Probability Theory and Its Applications, Volume 2 by William Feller 4.11 avg rating — 35 ratings score: 142, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
41	Measure, Integral and Probability by Marek Capiński 3.83 avg rating — 29 ratings score: 140, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
42	Measures, Integrals and Martingales by René L. Schilling 4.09 avg rating — 32 ratings score: 136, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
43	Understanding Probability by Henk Tijms 3.89 avg rating — 27 ratings score: 134, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
44	One Thousand Exercises in Probability by Geoffrey R. Grimmett 3.97 avg rating — 31 ratings score: 132, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
45	Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 2) by J.R. Norris 3.37 avg rating — 30 ratings score: 130, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
46	The Pleasures of Probability by Richard Isaac 4.27 avg rating — 22 ratings score: 126, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
47	A Course in Probability Theory by Kai Lai Chung 4.29 avg rating — 21 ratings score: 124, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
48	Basic Stochastic Processes by Zdzislaw Brzezniak 3.28 avg rating — 18 ratings score: 112, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
49	Markov Chains and Mixing Times by David A. Levin 4.25 avg rating — 20 ratings score: 110, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
50	Real Analysis and Probability (Cambridge Studies in Advanced Mathematics, Series Number 74) by R.M. Dudley 3.76 avg rating — 17 ratings score: 108, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars