Lecture Notes, Tutorials, Books available online

### Sites 14

Probability Tutorials

Tutorials in measure theory, lebesgue integration and probability, by Noel Vaillant

Analytical Argumentations of Probability and Statistics.

Paper by Giacomo Lorenzoni examining some fundamental concepts of probability and statistics.

Applied Probability and Stochastic Processes

An online course by Wlodzimierz Bryc in DVI, PS and HTML format.

Introduction to probability

A comprehensive course in probability by Oliver Knill

Introduction to Probability

An online textbook in PDF format, by Charles M. Grinstead and J. Laurie Snell

An Introduction to Queueing Systems

Educational material for the study of queues and queueing networks. It includes details on book "Introduction to Queueing Systems", sample sections, solution manual for problems, tests and their solutions

Lectures Notes from Varadhan

From S.R.Srinivasa Varadhan in pdf and ps formats, on measure theory, harmonic analysis, statistics and stochastic processes.

Probability and Random Process Class Notes

Class notes for a university course on probability and random processes, by John L. Stensby. Notes are in .pdf format. Introductory through advanced topics are covered.

Probability by Surprise

Contains class notes and applets for teaching an introductory probability class to engineers.

Probability lecture notes

Lecture notes from R.F. Bass

Probability Theory: The Logic of Science

Online textbook by E.T. Jaynes in PS format.

Stochastic Analysis

Extensive lecture notes from Timo Seppalainen

Stochastic Calculus Notes

These notes by Alan Bain provide a complete elementary introduction to stochastic integration with respect to continuous semimartingales.

Virtual Laboratories in Probability and Statistics

Interactive course by Kyle Siegrist.

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September 23, 2014 at 1:41:21 UTC
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