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Many excellent books on probability theory are available. One of the best introductory books on probability theory of all time is
B. V. Gnedenko and A. Ya. Khinchin, An elementary introduction to the theory of probability.
This is still in print from Dover.

More advanced books are
P. Bremaud, An introduction to probabilistic modeling,
published by Springer-Verlag,
Chin Long Chiang, An introduction to stochastic processes and their application,
and of course
W. Feller, An Introduction to Probability Theory and its Applications, Volume I.

The notes on this page are just meant for quick reference and review.

Set Theory

Probability

further pages to appear
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