Mathematics · Probability Theory
A topic within Probability Theory, itself one of 12 topics in that field and part of Mathematics.
No prior grounding assumed.
Introduction to Probability
Charles M. Grinstead & J. Laurie Snell · 1997
Builds probability from discrete counting arguments up through Markov chains and Brownian motion using worked simulations throughout, distributed…
+1 more at this level
Primary sources and full treatments.
Probability: Theory and Examples
Rick Durrett · 1991
Covers modern probability end to end — laws of large numbers, martingales, Markov chains, Brownian motion, ergodic theory — from a single…
3 works
Charles M. Grinstead & J. Laurie Snell
Builds probability from discrete counting arguments up through Markov chains and Brownian motion using worked simulations throughout, distributed freely as a replacement for a standard undergraduate course text.
link checked 17 Sept 2026Hannah Fry (The Royal Institution)
Shows that luck is mostly mis-read probability, and that people systematically misjudge independent events, coincidence and small samples in ways that can be demonstrated live.
link checked 17 Sept 2026Rick Durrett
Covers modern probability end to end — laws of large numbers, martingales, Markov chains, Brownian motion, ergodic theory — from a single measure-theoretic foundation, later released as an open-access edition.
link checked 17 Sept 2026