References for Probability, MSC 60 - XX

Basics without Measure Theory, 60A, 60C

1. Morris H. DeGroot, Mark J. Schervish Probability and Statistics, 3rd ed., Addison Wesley, 2001
2. Sheldon Ross, A First Course in Probability, 6th ed., Prentice Hall, New Jersey, 2002
3. Harald Cramér, Sannolikhetskalkylen och några av dess användningar, 2nd ed., Almqvist & Wicksell, Uppsala, 1951
4. Harald Cramér, Mathematical Methods of Statistics, Princeton, 1946

Foundations, MSC 60A, 60E, 60F

1. William Feller, An Introduction to Probability Theory and Its Applications, Volume 1, 3rd ed., John Wiley and Sons, Inc., New York, 1968.
2. William Feller, An Introduction to Probability Theory and Its Applications, Volume 2, 2rd ed., John Wiley and Sons, Inc., New York, 1971.
3. Andrei N. Kolmogorov, Foundations of the Theory of Probability, 2nd ed., American Mathematical Society, 1997.
4. Richard Durrett, Probability: Theory and Examples 2nd ed., Duxbury Press, 1995
5. Kai Lai Chung, A Course in Probability Theory, 3rd ed. Academic Press, 2001.
6. Harald Cramér, Random variables and probability distributions, Cambridge, 1937

Stochastic Processes, MSC 60G, 60H

1. Joseph L. Doob, Stochastic Processes, John Wiley and Sons, Inc. New York, 1953.
2. Samuel. Karlin and Howard E. Taylor, A First Course in Stochastic Processes, 2nd ed., Academic Press, New York, 1975.
3. Samuel Karlin and Howard E. Taylor, A Second Course in Stochastic Processes, Academic Press, Orlando, 1981.
4. Paul G. Hoel, Sidney C. Port, Charles J. Stone, Introduction to Stochastic Processes, Waveland Press, 1986.
5. Frank Spitzer, Principles of Random Walk, 2nd ed., Springer-Verlag, 2001

Applications, MSC 60J, 60K

1. Sheldon M. Ross Introduction to Probability Models, 8th ed., Academic Press, San Diego, 2003
2. David Freedman, Brownian Motion and Diffusion, Holden-Day, Inc., San Francisco, 1971
3. Sheldon M. Ross Simulation, 3rd ed., Academic Press, San Diego, 2003
4. David R. Cox Renewal Theory, Chapman & Hall, London, 1962
5. Robert B. Cooper Introduction to Queueing Theory, Methuen, London, 1962; or check out the electronic version