Probability
Probability Links
- Probability Tutorials Tutorials in measure theory, lebesgue integration and probability, by Noel Vaillant
- ArXiv Front: PR Probability Theory Probability section of the mathematics e-print arXiv
- Probabilistic Modeling Process Decision making under risk is presented in the context of decision analysis using different decision criteria for public and private decisions based on decision criteria, type, and quality of available information together with risk assessment.
- Probability Examines various definitions of Probability, and some paradoxes and perplexities.
- Calculus and Probability Online course by Stefan Waner and Steven R. Costenoble
- The Probability Web A collection of pages maintained by Bob Dobrow to serve people with interests in probability theory and its applications.
- Probability Abstract Service Research paper abstracts.
- Stochastic Calculus Notes These notes by Alan Bain provide a complete elementary introduction to stochastic integration with respect to continuous semimartingales.
- Imprecise Probabilities Project To help advance the theory and applications of imprecise probabilities, mainly by the dissemination of relevant information.
- Highly Structured Stochastic Systems An ESF network.
- Section on Applied Probability A subdivision of the Institute for Operations Research and the Management Sciences (INFORMS) concerned with the application of probability theory to systems that involve random phenomena, for example, manufacturing, communication network, computer network, service, and financial systems.
- Probability Theory: The Logic of Science Online textbook by E.T. Jaynes in PS format.
- Stochastic Processes and Stochastic Integration An online course by Marcus Pivato. Also covers discrete-time Markov processes, Brownian motions, Levy and Poisson 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.
- Introduction to Probability An online textbook in PDF format, by Charles M. Grinstead and J. Laurie Snell
- Measure and Integration Part of Dave Rusin's excellent Mathematical Atlas
- Probabilistic Thinking By Richard Jeffrey. HTML.
- Steven Shreve's Lectures on Stochastic Calculus and Finance Notes in probability theory prepared by Prasad Chalasani and Somesh Jha, with a strong bias towards financial modeling and option pricing.
- Applied Probability and Stochastic Processes An online course by Wlodzimierz Bryc in DVI, PS and HTML format.
- Computational Probability and Statistics Resources In addition to extensive coverage of printed sources this site also includes hyperlinks to useful information on the Web.
- Probability Theory and Stochastic Processes Part of Dave Rusin's excellent Mathematical Atlas.
- The Collector's Problem and the Two-Dimensional Factorial In finding a new solution to a classic probability problem concerning the collection of items in a set, a new and useful recursive function has been found, the "two-dimensional factorial."
- A Compendium of Common Probability Distributions A reference site describing many common probability distributions and their properties including, pdf, cdf, moments, random variate generation, etc.
- An Introduction to Stochastics and Finance Links to web sites related to financial mathematics : Introduction to stochastic analysis applied to finance, option pricing and risk management.
- Virtual Laboratories in Probability and Statistics Interactive course by Kyle Siegrist.
- Probability and Statistics A personal page by Justin Smith dedicated to exploring interesting probability and statistical questions.
- The Applied Probability Trust The Applied Probability Trust is a non-profit foundation for study and research in the mathematical sciences. It publishes research journals, a student magazine and occasional special volumes.
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