Luc's Library

Books on probability theory

Last update: Wed Feb 7 14:03:37 EST 2024

	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.
Greg W. Anderson Alice Guionnet Ofer Zeitouni	An Introduction to Random Matrices [Google] Cambridge University Press, New York, 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.
Andrei N. Borodin	Stochastic Processes [Google] Birkhauser Verlag, Cham, Switzerland, 2017.
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.
Anton Bovier	Gaussian Processes on Trees From Spin Glasses to Branching Brownian Motion [Google] Cambridge University Press, Cambridge, UK, 2017.
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.
Yaozhong Hu	Analysis on Gaussian Spaces [Google] World Scientific, Singapore, 2017.
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.
Masao Iri	Network Flow, Transportation and Scheduling [Google] Academic Press, New York, 1969.
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.
J.F.C. Kingman S. J. Taylor	Introduction to Measure and Probability [Google] Cambridge University Press, London, 1966.
J.F.C. Kingman	Poisson Processes [Google] Clarendon Press, Oxford, 1993.
Daniel A. Klain Gian-Carlo Rota	Introduction to Geometric Probability [Google] Academia Nazionale de Lincei, Cambridge, UK, 1997.
Daniel A. Klain Gian-Carlo Rota	Introduction to Geometric Probability [Google] Cambridge University Press, Cambridge, UK, 1997.
Thierry Klein	Theoreme Central Limite, Inegalites de Concentration et Principes de Grandes Deviations [Google] Institut Mathematique de Toulouse, Universite Paul Sabatier, Toulouse, France, 2016.
V.F. Kolchin B.A. Sevast'yanov V.P. Chistyakov	Random Allocations [Google] V.H. Winston and Sons, Washington, D.C., 1978.
V.F. Kolchin	Random Mappings [Google] Optimization Software Inc., New York, 1986.
V.F. Kolchin	Random Graphs [Google] Cambridge University Press, Cambridge, U.K., 1999.
S. Kotz D.E. Stroup	Educated Guessing [Google] Marcel Dekker, New York, 1983.
J. Kubilius	Probabilistic Methods in the Theory of Numbers [Google] The American Mathematical Society, Providence, RI, 1964.
V.G. Kulkarni	Modeling and Analysis of Stochastic Systems [Google] Chapman and Hall, London, 1995.
V.G. Kulkarni	Modeling and Analysis of Stochastic Systems [Google] Chapman and Hall, London, 1995.
S. Kwapien W.A. Woyczynski	Random Series and Stochastic Integrals: Single and Multiple [Google] Birkhäuser, Basel, 1992.
Günter Last Mathew Penrose	Lectures on the Poisson Process [Google] Cambridge University Press, Cambridge, UK, 2018.
M.R. Leadbetter G. Lindgren H. Rootzen	Extremes and Related Properties of Random Sequences and Processes [Google] Springer-Verlag, New York, 1983.
Michel Ledoux	The Concentration of Measure Phenomenon [Google] American Mathematical Society, Providence, RI, 2001.
J.-F. LeGall	Spatial Branching Processes, Random Snakes and Partial Differential equations [Google] Birkhäuser, Basel, 2000.
David A. Levin Yuval Peres Elizabeth L. Wilmer	Markov Chains and Mixing Times [Google] American Mathematical Society, Providence, RI, 2008.
T. Lindvall	Lectures on the Coupling Method [Google] John Wiley, New York, 1992.
Zhengyan Lin Zhidong Bai	Probability Inequalities [Google] Science Press, Beijing, 2010.
M. Loève	Probability Theory [Google] Van Nostrand, Princeton, NJ, 1963.
G. Louchard G. Latouche (eds)	Probability Theory and Computer Science [Google] Academic Press, New York, 1983.
E. Lukács R.G. Laha	Applications of Characteristic Functions [Google] Griffin, London, 1964.
E. Lukacs	Characteristic Functions (2nd ed) [Google] Griffin, London, 1970.
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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