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最后一本好像是发展还是啥的， 我也没读过。
书单：
A First Course in Probability, Sheldon Ross, 8ed, Prentice Hall, 2010
An Introduction to Probability Theory and Its Applications, Volume 1
Elementary Probability Theory Chung
Introduction to Probability Bertsekas and Tsitsiklis
The Essentials of Probability Durrett
Probability Theory The Logic of Science
Elementary Probability.zip
(49.38 MB)
本附件包括：- A First Course in Probability, Sheldon Ross, 8ed, Prentice Hall, 2010.pdf
- An Introduction to Probability Theory and Its Applications, Volume 1.pdf
- Elementary Probability Theory Chung.pdf
- Introduction to Probability Bertsekas and Tsitsiklis.pdf
- Probability Theory The Logic of Science.pdf
- The Essentials of Probability Durrett.pdf
几本中等难度的：介于测度与 古典概率之间， 都比较好理解
A Probability Path Resnick
A Second Course in Probability Sheldon Ross
Probability Karr
Probability and Random Processes Grimmett
intermediate probability.zip
(76.18 MB)
本附件包括：- A Probability Path Resnick.pdf
- A Second Course in Probability Sheldon Ross.pdf
- Probability Karr.pdf
高等概率论还是要推荐下feller的volume2， 很多别的书都把他作为reference， 一些证明和topic在同类书中没有，强烈推荐。再在其他里选一本自己喜欢的就好，比如chung K. B. Athreya, S. N. Lahiri的都很好。
书单：
An Introduction to Probability Theory and Its Applications, Volume 2
A Course in Probability Theory Chung
Convergence of Probability Measures
Foundations of Modern Probability
Integration and Probability
Probability Theory Loeve
Probability Shiryaev
Measure Theory and Probability Theory (K. B. Athreya, S. N. Lahiri)
Probability and Measure 3rd Edition Patrick Billingsley
Probability Theory and Examples Durrett
Probability via Expectation
Probability with Martingales Williams
Real Analysis and Probability Dudley
Advanced Probability 1.zip
(85.97 MB)
本附件包括：- Convergence of Probability Measures.pdf
- Foundations of Modern Probability.pdf
- Integration and Probability.pdf
- M. Loeve-Probability Theory II-Springer (1978).djvu
- M. Loeve-Probability theory I-Springer (1977).djvu
- Measure Theory and Probability Theory (K. B. Athreya, S. N. Lahiri).pdf
- Probability Shiryaev.pdf
Advanced Probability 2.zip
(85.62 MB)
本附件包括：- A Course in Probability Theory Chung.pdf
- Probability and Measure 3rd Edition Patrick Billingsley.pdf
- Probability Theory and Examples Durrett.pdf
- Probability via Expectation.pdf
- Probability with Martingales Williams.pdf
- Real Analysis and Probability Dudley.pdf
An Introduction to Probability Theory and Its Applications, Volume 2.pdf
(41.37 MB)
概率的极限理论研究， 比较好的工具Coupling 还有 Stein's method:
A Short Introductionto Stein's Method
An Introduction to Stein's Method
Approximate Computation of Expectations the Canonical Stein Operator.
Normal Approximation by Stein’s Method
STEIN COUPLINGS FOR NORMAL APPROXIMATION
Stein’s Method Expository Lectures and Applications
Stein's Method.zip
(21.35 MB)
本附件包括：- A Short Introductionto Stein's Method.pdf
- An Introduction to Stein's Method.pdf
- Approximate Computation of Expectations the Canonical Stein Operator..pdf
- Normal Approximation by Stein’s Method.pdf
- STEIN COUPLINGS FOR NORMAL APPROXIMATION.pdf
- Stein’s Method Expository Lectures and Applications.pdf
- Stein's Method and Applications
随机过程：Grimmett的Probability and Random Processes 在学高等概率之前读也非常适合，严格的数学写法， 内容例子详尽，习题很丰富 还配有一本答案：One Thousand Exercises in Probability。 随机过程部分也很好，推荐Probability and Random Processes和Adventures in Stochastic Processes 。
书单：
A First Course in Stochastic Processes - S Karlin & H M Taylor (AP, 1975)
A Second Course in Stochastic Processes Karlin,Taylor
Adventures in Stochastic Processes Resnick
An Introduction to Markov Processes
An Introduction to Stochastic Modelling Karlin & Taylor
Introduction to Probability Models Sheldon M.Ross 10th Edition
Introduction to stochastic processes (Lawler)
Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues
Probability and Random Processes Grimmett
One Thousand Exercises in Probability
Stochastic Processes Doob
Stochastic Processes Emanuel Parzen
RP1.zip
(57.95 MB)
本附件包括：- A First Course in Stochastic Processes - S Karlin & H M Taylor (AP, 1975).pdf
- A Second Course in Stochastic Processes Karlin,Taylor.pdf
- An Introduction to Markov Processes.pdf
- An Introduction to Stochastic Modelling Karlin & Taylor.pdf
- Introduction to Probability Models Sheldon M.Ross 10th Edition.pdf
- Introduction to stochastic processes (Lawler).djvu
RP2.zip
(70.66 MB)
本附件包括：- Adventures in Stochastic Processes Resnick.pdf
- Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues.pdf
RP3.zip
(87.66 MB)
本附件包括：- One Thousand Exercises in Probability.pdf
- Probability and Random Processes Grimmett.pdf
- Stochastic Processes Doob.djvu
- Stochastic Processes Emanuel Parzen.pdf
Stochastic Analysis: 入门用Introduction to Stochastic Calculus with Applications和Stochastic Differential Equations 都行。 再深的还没读过， 没法推荐。
书单：
Brownian Motion and Stochastic Calculus Karatzas and Shreve
Brownian Motion, Martingales, and Stochastic Calculus
Continuous Martingales and Brownian Motion Revuz
Diffusions,Markov Processes and Martingales Volume 1
Diffusions,Markov Processes and Martingales Volume 2
Introduction to Stochastic Calculus with Applications
Lévy Processes and Stochastic Calculus
PDE and Martingale Methods in Option Pricing
Stochastic Calculus for Finance I＆II
Stochastic Differential Equations Oksendal
Stochastic Analysis 1.zip
(70.79 MB)
本附件包括：- Continuous Martingales and Brownian Motion Revuz.pdf
- Introduction to Stochastic Calculus with Applications.pdf
- Lévy Processes and Stochastic Calculus.pdf
- PDE and Martingale Methods in Option Pricing.pdf
- Shreve Solutions.pdf
- Stochastic Calculus for Finance I＆II.rar
- Stochastic Differential Equations Oksendal.pdf
Stochastic Analysis 2.zip
(81.7 MB)
本附件包括：- Brownian Motion and Stochastic Calculus Karatzas and Shreve.pdf
- Brownian Motion, Martingales, and Stochastic Calculus.pdf
- Diffusions,Markov Processes and Martingales Volume 1.pdf
- Diffusions,Markov Processes and Martingales Volume 2.pdf
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