Lecture Notes, Tutorials, Books available online
Sites 14
- 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.
- Probability Tutorials Tutorials in measure theory, lebesgue integration and probability, by Noel Vaillant
- 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
- Lectures Notes from Varadhan From S.R.Srinivasa Varadhan in pdf and ps formats, on measure theory, harmonic analysis, statistics and stochastic processes.
- Introduction to Probability An online textbook in PDF format, by Charles M. Grinstead and J. Laurie Snell
- Probability Theory: The Logic of Science Online textbook by E.T. Jaynes in PS format.
- Probability by Surprise Contains class notes and applets for teaching an introductory probability class to engineers.
- 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
- Stochastic Analysis Extensive lecture notes from Timo Seppalainen
- Probability lecture notes Lecture notes from R.F. Bass
- 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.
- Analytical Argumentations of Probability and Statistics. Paper by Giacomo Lorenzoni examining some fundamental concepts of probability and statistics.