Books on probability theory

Last update: Fri Jun 30 16:18:36 EDT 2017


Luc's library has now opened its web doors to all McGill University students. The library is in fact my office (room 300N, McConnell Engineering Building), and the books are a subset of my private collection. Any McGill student may borrow any book at any time!



Robert J. Adler
Jonathan E. Taylor

Random Fields and Geometry [Google]
Springer-Verlag, New York, 2007.

Robert J. Adler
Jonathan E. Taylor

Random Fields and Geometry [Google]
Springer, New York, 2010.

N.I. Akhiezer

The Classical Moment Problem and Some Related Questions in Analysis [Google]
Hafner Publising Company, Edinburgh, 1965.

S. Albeverio
W. Schachermeyer
M. Talagrand

Lectures on Probability Theory and Statistics Ecole d'Eté de Probabilités de Saint-Flour XXX---2000 [Google]
Springer-Verlag, Berlin, 2003.

D. Aldous

Probability Approximations via the Poisson Clumping Heuristic [Google]
Springer-Verlag, New York, 1989.

D. Aldous
P. Diaconis
J. Spencer
J.M. Steele (eds)

Discrete Probability and Algorithms [Google]
Springer-Verlag, New York, 1995.

D. Aldous
R. Pemantle (eds)

Random Discrete Structures [Google]
Springer-Verlag, New York, 1996.

D. Aldous
J. Propp (eds)

Microsurveys in Discrete Probability [Google]
The American Mathematical Society, Providence, RI, 1998.

D.J. Aldous
I.A. Ibragimov
J. Jacod (eds)

Ecole d'Eté de Probabilités de Saint-Flour XIII-1983 [Google]
Springer-Verlag, Berlin, 1985.

Noga Alon
Joel H. Spencer

The Probabilistic Method Third Edition [Google]
Wiley Interscience, Hoboken, NJ, 2008.

Noga Alon
Joel H. Spencer

The Probabilistic Method Fourth Edition [Google]
Wiley Interscience, Hoboken, NJ, 2016.

George A. Anastassiou

Probabilistic Inequalities [Google]
World Scientific, Hackensack, NJ, 2010.

David Applebaum

Probability and Information An Integrated Approach Second Edition [Google]
Cambridge University Press, Cambridge, 2008.

A. Araujo
E. Giné

The Central Limit Theorem for Real and Banach Valued Random Variables [Google]
John Wiley, New York, 1980.

Barry C. Arnold
N. Balakrishnan
H. N. Nagaraja

Records [Google]
John Wiley, New York, 1998.

Richard Arratia
A.D. Barbour
Simon Tavaré

Logarithmic Combinatorial Structures: A Probabilistic Approach [Google]
European Mathematical Society, Zürich, 2003.

S. Asmussen
H. Hering

Branching Processes [Google]
Birkhäuser, Boston, 1983.

S. Asmussen
H. Hering

Branching Processes [Google]
Birkhäuser, Boston, 1983.

S. Asmussen

Applied Probability and Queues [Google]
John Wiley, New York, 1987.

S. Asmussen

Applied Probability and Queues (Second Edition) [Google]
Springer Verlag, New York, 2003.

Soeren Asmussen

Applied Probability and Queues 2nd ed. [Google]
Springer Verlag, New York, 2003.

K.B. Athreya
P.E. Ney

Branching Processes [Google]
Springer Verlag, New York, 1972.

K.B. Athreya
P. Jagers (eds)

Classical and Modern Branching Processes [Google]
Springer Verlag, New York, 1997.

K.B. Athreya
P. Jagers (eds)

Classical and Modern Branching Processes [Google]
Springer Verlag, New York, 1997.

Krishna B. Athreya
Soumendra N. Lahiri

Measure Theory and Probability Theory [Google]
Springer-Verlag, New York, 2006.

R.R. Bahadur

Some Limit Theorems in Statistics [Google]
SIAM, Philadelphia, 1971.

Zhidong Bai
Yang Chen
Ying-Chang Liang (eds)

Random Matrix Theory and its Applications [Google]
World Scientific, Singapore, 2009.

Zhidong Bai
Jack W. Silverstein

Spectral Analysis of Large Dimensional Random Matrices Second Edition [Google]
Springer-Verlag, New York, 2010.

Zhidong Bai
Jack W. Silverstein

Spectral Analysis of Large Dimensional Random Matrices Second Edition [Google]
Springer, New York, 2010.

Paolo Baldi
Laurent Mazliak
Pierre Priouret

Martingales and Markov Chains Solved Exercises and Elements of Theory [Google]
Chapman and Hall, London, 2002.

Albert-Laszlo Barabasi

Network Science [Google]
Cambridge University Press, Cambridge, 2016.

A.D. Barbour
L. Holst
S. Janson

Poisson Approximation [Google]
Oxford University Press, Oxford, 1992.

A.D. Barbour

Stein's Method and Applications [Google]
Signapore University Press, Singapore, 2005.

A.D. Barbour
Louis H.Y. Chen

An Introduction to Stein's Method [Google]
Singapore University Press, Singapore, 2005.

Richard Barlow
Frank Proschan

Mathematical Theory of Reliability [Google]
SIAM, Philadelphia, 1996.

Richard F. Bass

Stochastic Processes [Google]
Cambridge University Press, New York, 2011.

Viktor Benes
Josef Stepan (eds)

Distributions with Given Marginals and Moment Problems [Google]
Kluwer Academic Publishers, Dordrecht, 1997.

M.A. Berger

An Introduction to Probability and Stochastic Processes [Google]
Springer-Verlag, New York, 1993.

H. Bergström

Weak Convergence of Measures [Google]
Academic Press, New York, 1982.

Alain Berlinet
Christine Thomas-Agnan

Reproducing Kernel Hilbert Spaces in Probability and Statistics [Google]
Kluwer Academic Publishers, Dordrecht, The Netherlands, 2004.

S.M. Berman

Sojourns and Extremes of Stochastic Processes [Google]
Wadsworth and Brooks, Pacific Grove, CA, 1991.

P. Berthet

Vitesses de recouvrement dans les lois fonctionnelles du logarithme itéré pour les incréments du processus empirique uniforme avec applications statistiques (thèse de doctorat) [Google]
Université Paris VI, Paris, 1996.

Emile M.J. Bertin
Ioan Cuculescu
Radu Theodorescu

Unimodality of Probability Measures [Google]
Kluwer Academic Publishers, Dordrecht, 1997.

J. Bertoin

Lévy Processes [Google]
Cambridge University Press, Cambridge, UK, 1998.

J. Bertoin
F. Martinelli
Y. Peres (eds)

Lectures on Probability Theory and Statistics [Google]
Springer-Verlag, Berlin, 1999.

Jean Bertoin

Random Fragmentation and Coagulation Processes [Google]
Cambridge University Press, New York, 2006.

Rabi Bhattacharya
Edward C. Waymire

A Basic Course in Probability Theory [Google]
Springer, New York, 2007.

R.N. Bhattacharya
R. Ranga Rao

Normal Approximations and Asymptotic Expansions [Google]
John Wiley, New York, 1976.

R.N. Bhattacharya
E.C. Waymire

Stochastic Processes with Applications [Google]
John Wiley, New York, 1990.

P. Billingsley

Convergence of Probability Measures [Google]
John Wiley, New York, 1968.

P. Billingsley

Probability and Measure [Google]
John Wiley, New York, 1979.

P. Billingsley

Probability and Measure (2nd ed) [Google]
John Wiley, New York, 1986.

N.H. Bingham
C.M. Goldie
J.L. Teugels

Regular Variation [Google]
Cambridge University Press, 1987.

Christopher J. Bishop
Yuval Peres

Fractals in Probability and Analysis [Google]
Cambridge University Press, Cambridge, UK, 2017.

Gordon Blower

Random Matrices: High Dimensional Phenomena [Google]
Cambridge University Press, Cambridge, 2009.

Andrej Bogdanov
Luca Trevisan

Average-Case Complexity [Google]
Now Publishers, Hanover, MA, 2006.

Béla Bollobás
Oliver Riordan

Percolation [Google]
Cambridge University Press, New York, 2006.

Anthony Bonato

A Course on the Web Graph [Google]
American Mathematical Society, Providence, RI, 2008.

Vivek S. Borkar

Probability Theory An Advanced Course [Google]
Springer, New York, 1995.

Vivek S. Borkar

Stochastic Approximation A Dynamical Systems Viewpoint [Google]
Cambridge University Press, Cambridge, UK, 2008.

A.N. Borodin
P. Salminen

Handbook of Brownian Motion: Facts and Formulae [Google]
Birkhäuser, Boston, 1996.

A.A. Borovkov

Asymptotic Methods in Queuing Theory [Google]
Wiley, New York, 1984.

A.A. Borovkov
K.A. Borovkov

Asymptotic Analysis of Random Walks Heavy-Tailed Distributions [Google]
Cambridge University Press, Cambridge, 2008.

K. Borovkov

Elements of Stochastic Modelling [Google]
World Scientific, Singapore, 2003.

Stephane Boucheron
Gabor Lugosi
Pascal Massart

Concentration Inequalities A Nonasymptotic Theory of Independence [Google]
Oxford University Press, Oxford, 2013.

N. Bouleau

Probabilités de l'Ingénieur, Variables Aléatoires et Simulation [Google]
Hermann, Paris, 1986.

N. Bouleau

Processus Stochastiques et Applications [Google]
Hermann, Paris, 1988.

N. Bouleau
D. Lépingle

Numerical Methods for Stochastic Processes [Google]
John Wiley, New York, 1994.

Maury Bramson
Rick Durrett

Perplexing Problems in Probability Festschrift in Honor of Harry Kesten [Google]
Birkhäuser, Boston, MA, 1999.

L. Breiman

Probability [Google]
Addison-Wesley, Reading, MA, 1968.

P. Brémaud

Point Processes and Queues: Martingale Dynamics [Google]
Springer-Verlag, New York, 1981.

P. Brémaud

An Introduction to Probabilistic Modelling [Google]
Springer-Verlag, New York, 1988.

P. Brémaud

Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues [Google]
Springer-Verlag, New York, 1999.

W. Bryc

The Normal Distribution [Google]
Springer-Verlag, New York, 1995.

Z. Brzezniak
T. Zastawniak

Basic Stochastic Processes: A Course through Exercises [Google]
Springer-Verlag, Berlin, 1999.

J.A. Bucklew

Large Deviation Techniques in Decision, Simulation and Estimation [Google]
John Wiley, New York, 1990.

Alexander Bulinski
Alexey Shashkin

Limit Theorems for Associated Random Fields and Related Systems [Google]
World Scientific, Singapore, 2007.

T. Cacoullos

Exercises in Probability [Google]
Springer-Verlag, New York, 1989.

Marek Capinski
Tomasz Zastawniak

Probability Through Problems [Google]
Springer-Verlag, New York, 2000.

H.S. Carslaw
J.C. Jaeger

Conduction of Heat in Solids Second Edition [Google]
Clarendon Press, Oxford, 1959.

J.R. Cash (ed.)

Stochastic Analysis with Applications to Mathematical Finance [Google]
The Royal Society, University Press, Cambridge, 2004.

Francois Cellier

Continuous System Modeling [Google]
Springer-Verlag, New York, 1991.

Gregory J. Chaitin

Exploring Randomness [Google]
Springer-Verlag, London, 2001.

Sourav Chatterjee

Superconcentration and Related Topics [Google]
Springer, Cham, 2014.

L. Chaumont
M. Yor

Exercises in Probability. A guided Tour from Measure Theory to Random Processes, via Conditioning [Google]
Cambridge University Press, Cambridge, 2003.

B. Chauvin
P. Flajolet
D. Gardy
A. Mokkadem (eds)

Mathematics and Computer Science II Algorithms, Trees, Combinatorics and Probabilities [Google]
Birkhäuser, Basel, 2002.

Isaac Chavel

Isoperimetric Inequalities: Differential Geometric and Analytic Perspectives [Google]
Cambridge University Press, Cambridge, 2001.

Louis H.Y. Chen

Stein's Method and Applications [Google]
Signapore University Press, Singapore, 2005.

Mu-Fa Chen

Eigenvalues, Inequalities, and Ergodic Theory [Google]
Springer-Verlag, London, 2005.

Wai-Ki Ching
Michael K. Ng

Markov Chains: Models, Algorithms and Applications [Google]
Springer-Verlag, New York, 2006.

K.L. Chung

Markov Chains with Stationary Transition Probabilities, 2nd ed. [Google]
Springer-Verlag, Berlin, 1967.

K.L. Chung

A Course in Probability Theory [Google]
Academic Press, New York, 1974.

K.L. Chung

Lectures from Markov Processes to Brownian Motion [Google]
Springer-Verlag, New York, 1982.

K.L. Chung

Green, Brown and Probability & Brownian Motion on the Line [Google]
World Scientific, Singapore, 2002.

E. Cinlar

Introduction to Stochastic Processes [Google]
Prentice-Hall, Englewood Cliffs, NJ, 1975.

J.W. Cohen

The Single Server Queue [Google]
North-Holland, Amsterdam, 1969.

M. Csörgö
P. Révész

Strong Approximations in Probability and Statistics [Google]
Akadémiai Kiadó, Budapest, 1981.

R. Cuppens

Decomposition of Multivariate Probability [Google]
Academic Press, New York, 1982.

D.J. Daley
D. Vere-Jones

An Introduction to the Theory of Point Processes [Google]
Springer-Verlag, New York, 1988.

D.J. Daley
D. Vere-Jones

An Introduction to the Theory of Point Processes Volume II: General Theory and Structure SecO [Google]
Springer-Verlag, New York, 2--8.

L. De Haan

On Regular Variation and its Applications to the Weak Convergence of Sample Extremes [Google]
Mathematisch Centrum, Amsterdam, The Netherlands, 1975.

Laurens de Haan
Ana Ferreira

Extreme Value Theory: An Introduction [Google]
Springer, New York, 2006.

Laurens de Haan
Ana Ferreira

Extreme Value Theory: An Introduction [Google]
Springer, New York, 2006.

Eustasio del Barrio
Paul Deheuvels
Sara van de Geer

Lectures on Empirical Processes [Google]
European Mathematical Society, Zürich, 2007.

Victor H. de le\Pe\~na
Tze Leung Lai
Qi-Man Shao

Self-Normalized Processes [Google]
Springer, Berlin, 2010.

C. Dellacherie
P.-A. Meyer

Probabilités et Potentiel [Google]
Hermann, Paris, 1975.

Amir Dembo
Ofer Zeitouni

Large Deviations Techniques and Applications (Second Edition) [Google]
Springer-Verlag, New York, 1998.

Amir Dembo
Tadahisa Funaki

Lectures on Probability Theory and Statistics Ecole d'Eté de Probabilités de Saint-Flour XXX---2003 [Google]
Springer-Verlag, Berlin, 2005.

Frank den Hollander

Large Deviations [Google]
American Mathematical Society, Providence, RI, 2000.

Jean-Dominique Deuschel
Daniel W. Stroock

Large Deviations [Google]
American Mathematical Society, Providence, RI, 1989.

L. Devroye
B. Karasözen
M. Kohler
R. Korn (eds.)

Recent Developments in Applied Probability and Statistics Dedicated to the Memory of Jürgen Lehn [Google]
Physica-Verlag, Berlin, 2010.

S. Dharmadhikari
L. Joag-Dev

Unimodality, Convexity and Applications [Google]
Academic Press, New York, 1988.

P.G. Doyle
J.L. Snell

Random Walks and Electric Networks [Google]
Mathematical Association of America, Washington, 1984.

Michael Drmota
Philippe Flajolet
Danièle Gardy
Bernhard Gittenberger (eds)

Mathematics and Computer Science III Algorithms, Trees, Combinatorics and Probabilities [Google]
Birkhäuser, Basel, 2004.

Michael Drmota

Random Trees [Google]
Springer, Vienna, 2009.

M. Dror
P. L'Ecuyer
F. Szidarovszky (eds)

Modeling Uncertainty [Google]
Kluwer Academic Publishers, Dordrecht, The Netherlands, 2002.

Devdatt P. Dubhashi
Alessandro Panconesi

Concentration of Measure for the Analysis of Randomized Algorithms [Google]
Cambridge University Press, Cambridge, 2009.

Devdatt P. Dubhashi
Alessandro Panconesi

Concentration of Measure for the Analysis of Randomized Algorithms [Google]
Cambridge University Press, Cambridge, 2009.

L.E. Dubins
L.J. Savage

Inequalities for Stochastic Processes [Google]
Dover, New York, 1976.

R.M. Dudley
H. Kunita
F. Ledrappier

Ecole d'Eté de Probabilités de Saint-Flour XIII-1982 [Google]
Springer-Verlag, Berlin, 1984.

R.M. Dudley

Real Analysis and Probability [Google]
Wadsworth and Brooks, Pacific Grove, CA, 1989.

R.M. Dudley

Uniform Central Limit Theorems [Google]
Cambridge University Press, New York, 1999.

M. Duflo

Random Iterative Models [Google]
Springer-Verlag, Berlin, 1997.

Thomas Duquesne
Oleg Reichmann
Ken-iti Sato
Christoph Schwab

Lévy Matters I [Google]
Springer, Berlin, 2010.

R. Durrett

Lecture Notes on Particle Systems and Percolation [Google]
Wadsworth and Brooks, Pacific Grove, CA, 1988.

R. Durrett

Probability: Theory and Examples [Google]
Wadsworth and Brooks, Pacific Grove, CA, 1991.

Rick Durrett

Essentials of Stochastic Processes [Google]
Springer-Verlag, New York, 1999.

Rick Durrett

Random Graph Dynamics [Google]
Cambridge University Press, New York, 2007.

Rick Durrett

Probability Models for DNA Sequence Evolution Second Edition [Google]
Springer-Verlag, New York, 2008.

Rick Durrett

Probability Models for DNA Sequence Evolution [Google]
Springer-Verlag, New York, 2008.

H. Dym
H.P. McKean

Fourier Series and Integrals [Google]
Academic Press, New York, 1972.

Hector Zenil (ed.)

Randomness Through Computation: Some Answers, More Questions [Google]
World Scientific, Hackensack, NJ, 2011.

John Harnad (ed.)

Random Matrices, Random Processes and Integrable Systems (CRM Series in Mathematical Physics) [Google]
Springer, New York, 2011.

John Harnad (ed.)

Random Matrices, Random Processes and Integrable Systems (CRM Series in Mathematical Physics) [Google]
Springer, New York, 2011.

Richard S. Ellis

Entropy, Large Deviations, and Statistical Mechanics [Google]
Springer-Verlag, New York, 1985.

P. Embrechts
C. Klüppelberg
T. Mikosch

Modelling Extremal Events [Google]
Springer-Verlag, Berlin, 1997.

W. Feller

An Introduction to Probability Theory and Its Applications, Vol. 1 (3rd ed) [Google]
John Wiley, New York, 1968.

W. Feller

An Introduction to Probability Theory and its Applications, Vol. 2 [Google]
John Wiley, New York, 1971.

W. Feller

An Introduction to Probability Theory and its Applications, Vol. 2 (Second edition) [Google]
John Wiley, New York, 2014.

W. Feller

An Introduction to Probability Theory and Its Applications, Vol. 1 (3rd ed) [Google]
John Wiley, New York, 2016.

Shui Feng

The Poisson-Dirichlet Distribution and Related Topics: Models and Asymptotic Behaviors (Probability and Its Applications) [Google]
Springer, Berlin, 2010.

Massimo Franceschetti
Ronald Meester

Random Networks for Communication [Google]
Cambridge University Press, Cambridge, 2008.

D. Freedman

Markov Chains [Google]
Springer Verlag, New York, 1983.

M.I. Freidlin
A.D. Wentzell

Random Perturbations of Dynamical Systems [Google]
Springer-Verlag, New York, 1984.

B. Fristedt
L. Gray

A Modern Approach to Probability Thoey [Google]
Birkhäuser, Boston, 1997.

P. Gaenssler

Empirical Processes [Google]
Institute of Mathematical Statistics, Hayward, CA., 1983.

J. Galambos

The Asymptotic Theory of Extreme Order Statistics [Google]
John Wiley, New York, 1978.

J. Galambos

Advanced Probability Theory [Google]
Marcel Dekker, New York, 1988.

J. Galambos
I. Simonelli

Bonferroni-type Inequalities with Applications [Google]
Springer-Verlag, New York, 1996.

Robert G. Gallager

Stochastic Processes Theory for Applications [Google]
Cambridge University Press, Cambridge, UK, 2013.

J.-F. Le Gall

Spatial Branching Processes, Random Snakes and Partial Differential Equations [Google]
Birkhäuser, Basel, 1999.

P. Gänssler
W. Stute

Wahrscheinlichkeitstheorie [Google]
Springer-Verlag, Berlin, 1977.

D. Gardy
A. Mokkadem (eds)

Algorithms, Trees, Combinatorics and Probabilities [Google]
Birkhäuser, Basel, 2000.

D. Gardy
A. Mokkadem (eds)

Algorithms, Trees, Combinatorics and Probabilities [Google]
Birkhäuser, Basel, 2000.

D. J. H. Garling

Inequalities: A Journey into Linear Analysis [Google]
Cambridge University Press, Cambridge, 2007.

A.M. Garsia

Martingale Inequalities [Google]
W.A. Benjamin, Reading, MA., 1973.

Arthur Getis
Barry Boots

Models of Spatial Processes [Google]
Cambridge University Press, Cambridge, MA, 1978.

I.I. Gihman
A.V. Skorohod

The Theory of Stochastic Processes I [Google]
Springer-Verlag, Berlin, 1980.

E. Giné
D.M. Mason
J. Wellner (eds)

High Dimensional Probability II [Google]
Birkhäuser, Boston, 2000.

E. Giné
D.M. Mason
J. Wellner (eds)

High Dimensional Probability II [Google]
Birkhäuser, Boston, 2000.

Evariste Giné
Christian Houdré
David Nualart (eds)

Stochastic Inequalities and Applications [Google]
Birkhäuser, Basel, 2003.

Evariste Giné
Christian Houdré
David Nualart (eds)

Stochastic Inequalities and Applications [Google]
Birkhäuser, Basel, 2003.

J. Glaz
J. Naus
S. Wallenstein

Scan Statistics [Google]
Springer-Verlag, New York, 2001.

A.M. Gleason
R.E. Greenwood
L.M. Kelly

The William Lowell Putnam Mathematical Competition, Problems and Solutions 1938--1964 [Google]
Mathematical Association of America, Washington, 1980.

H.J. Godwin

Inequalities on Distribution Functions [Google]
Charles Griffin, London, 1964.

M.A. Golberg

An Introduction to Probability Theory with Statistical Applications [Google]
Plenum Press, New York, 1984.

Miguel Gonzalez
Ines M. del Puerto
Rodrigo Martinez
Manuel Molina
Manuel Mota
Alfonso Ramos (eds)

Workshop on Branching Processes and Their Applications [Google]
Springer, Berlin, 2010.

Hugh Gordon

Discrete Probability [Google]
Springer-Verlag, New York, 1997.

Siegfried Graf
Harald Luschgy

Foundations of Quantization for Probability Distributions [Google]
Springer-Verlag, Berlin, 2000.

G. Grimmett

Percolation [Google]
Springer-Verlag, New York, 1989.

G. Grimmett
D. Welsh

Probability, an Introduction [Google]
Clarendon Press, 19.95 dollars US.

G. Grimmett

Percolation (2nd ed) [Google]
Springer-Verlag, Berlin, 1999.

Geoffrey Grimmett

The Random-Cluster Model [Google]
Springer-Verlag, Berlin, 2006.

Geoffrey Grimmett

Probability on Graphs---Random Processes on Graphs and Lattices [Google]
Cambridge University Press, Cambridge, UK, 2010.

G.R. Grimmett
D.R. Stirzaker

Probability and Random Processes: Problems and Solutions [Google]
Clarendon Press, Oxford, 1992.

G.R. Grimmett
D.R. Stirzaker

Probability and Random Processes [Google]
Clarendon Press, Oxford, 1992.

G.R. Grimmett
D.R. Stirzaker

Probability and Random Processes [Google]
Clarendon Press, Oxford, 1992.

G.R. Grimmett
D.R. Stirzaker

One Thousand Exercises in Probability [Google]
Oxford University Press, Oxford, 2001.

G.R. Grimmett
D.R. Stirzaker

Probability and Random Processes [Google]
Oxford University Press, Oxford, 2001.

Donald Gross
Carl M. Harris

Fundamentals of Queueing Theory (Third Edition) [Google]
John Wiley, 1998.

Alice Guionnet

Large Random Matrices: Lectures on Macroscopic Asymptotics [Google]
Springer, Berlin, 2009.

Allan Gut

Probability: A Graduate Course [Google]
Springer-Verlag, New York, 2005.

Patsy Haccou
Peter Jagers
Vladimir A. Vatutin

Branching Processes Variation, Growth, and Extinction of Processes [Google]
Cambridge University Press, Cambridge, 2008.

Martin Haenggi

Stochastic Geometry for Wireless Networks [Google]
Cambridge University Press, Cambridge, UK, 2013.

O. Häggstr\:om

Finite Markov Chains and Algorithmic Applications [Google]
Cambridge University Press, Cambridge, UK, 2002.

P. Hall
C.C. Heyde

Martingale Limit Theory and its Applications [Google]
Academic Press, New York, 1980.

P. Hall

Rates of Convergence in the Central Limit Theorem [Google]
Pitman, Boston, 1982.

P. Hall

Introduction to the Theory of Coverage Processes [Google]
John Wiley, New York, 1988.

Theodore E. Harris

The Theory of Branching Processes [Google]
Springer Verlag, Berlin, 1963.

D.P. Heyman
M.J. Sobel (eds)

Handbooks in Operations Research and Management Science Volume 2 Stochastic Models [Google]
North-Holland, Amsterdam, 1990.

P.G. Hoel
S.C. Port
C.J. Stone

Introduction to Probability Theory [Google]
Houghton Mifflin, New York, 1971.

M. Iosifescu
R. Theodorescu

Random Processes and Learning [Google]
Springer-Verlag, New York, 1969.

M. Iosifescu

Finite Markov Processes and Their Applications [Google]
John Wiley, Chichester, 1980.

K. It\^o
H.P. McKean

Diffusion Processes and their Sample Paths [Google]
Springer-Verlag, Berlin, 1974.

Martin Jacobsen

Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes [Google]
Birkhauser, Boston, 2006.

K. Jacobs

Discrete Stochastics [Google]
Birkhäuser, Basel, 1992.

Jean Jacod
Albert N. Shiryaev

Limit Theorems for Stochastic Processes (Second Edition) [Google]
Springer Verlag, New York, 2003.

Svante Janson

Gaussian Hilbert Spaces [Google]
Cambridge University Press, Cambridge, 2008.

J. Janssen
N. Limnios (eds)

Semi-Markov Models and Applications [Google]
Kluwer Academic Publishers, Dordrecht, 1999.

Moise Jérémie

Principe d'invariance pour le processus empirique des rapports de m-espacements et lois limites des statistiques de fonctionnelles de rapports de m-espacements [Google]
France, 2012.

Mark Jerrum

Counting, Sampling and Integrating: Algorithms and Complexity [Google]
Birkhäuser, Basel, 2003.

A. Joffe
P. Ney (eds)

Branching Processes [Google]
Marcel Dekker, 1978.

Mark Kac

Enigmas of Chance [Google]
University of California Press, Berkeley, 1987.

Vadim A. Kaimanovich (ed.)

Random Walks and Geometry [Google]
Walter de Gruyter, Berlin, 2004.

O. Kallenberg

Foundations of Modern Probability [Google]
Springer-Verlag, New York, 1997.

I. Karatzas
S.E. Shreve

Brownian Motion and Stochastic Calculus Second Edition [Google]
Springer, New York, 1998.

S. Karlin
H.M. Taylor

A First Course in Stochastic Processes (2nd ed) [Google]
Academic Press, Orlando, FL, 1975.

T. Kawata

Fourier Analysis in Probability Theory [Google]
Academic Press, New York, 1972.

Frank Kelly
Elena Yudovina

Stochastic Networks [Google]
Cambridge University Press, Cambridge, UK, 2014.

W.S. Kendall
F. Liang
J.-S. Wang

Markov Chain Monte Carlo Innovations and Applications [Google]
World Scientific, Singapore, 2005.

Harry Kesten (ed.)

Probability on Discrete Structures [Google]
Springer-Verlag, Berlin, 2003.

H. Kesten

Percolation Theory for Mathematicians [Google]
Birkhäuser, Boston, 1982.

Marek Kimmel
David E. Axelrod

Branching Processes in Biology [Google]
Springer, New York, 2002.

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Contact

Luc Devroye
School of Computer Science
McGill University
Montreal, Canada H3A 2K6
lucdevroye@gmail.com
http://cg.scs.carleton.ca/~luc