/sci/ - Science & Math » Thread #12744235

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Alright what's the best probability book?

Anonymous Tue 23 Feb 04:27:01 2021 No.12744235 View Reply Original Report

Quoted By: >>12744574 >>12745337 >>12746487 >>12749654 >>12752848

Durrett seems boring but I like how the solutions are available. Fine with measure theory.

Anonymous

Anonymous Tue 23 Feb 2021 05:34:18 No.12744432 Report

Quoted By:

Bump, where did all you mathfags go

Anonymous

Anonymous Tue 23 Feb 2021 06:23:25 No.12744574 Report

Quoted By: >>12744692 >>12745343

>>12744235
no books, bayes theorem

Anonymous

Anonymous Tue 23 Feb 2021 07:02:12 No.12744692 Report

Quoted By: >>12745207 >>12746487

>>12744574
but I want to learn about martingales and stochastic processes and brownian motion and all that fancy shit that sounds cool

Anonymous

Anonymous Tue 23 Feb 2021 11:03:05 No.12745207 Report

Quoted By:

>>12744692
no books, primary sources

Anonymous

Anonymous Tue 23 Feb 2021 11:11:51 No.12745229 Report

Quoted By: >>12745992 >>12746487

Try Klenke or Çinlar. Feller if you are a combinatorialist.

Anonymous

Anonymous Tue 23 Feb 2021 12:12:25 No.12745337 Report

Quoted By: >>12745992 >>12746487

>>12744235
I've heard that Blitzstein & Hwang is good, as well as Resnick for something more advanced. But I haven't read either desu

Anonymous

Anonymous Tue 23 Feb 2021 12:13:29 No.12745343 Report

Quoted By: >>12745992

>>12744574
PT:TLOS?

Anonymous

Anonymous Tue 23 Feb 2021 16:24:34 No.12745992 Report

Quoted By:

>>12745229
>>12745337
Thanks anons, just woke up and I'll check these out after work
>>12745343
The durrett book was probability: theory and examples, not sure if that's what you're asking

Anonymous

Anonymous Tue 23 Feb 2021 18:58:52 No.12746487 Report

Quoted By: >>12747069

>>12744235
>>12744692
>>12745229
>>12745337
Landau/Lifschitz (best book), deGennes, Mandelbrot, Widom, Wilson.

Anonymous

Anonymous Tue 23 Feb 2021 21:52:31 No.12747069 Report

Quoted By: >>12748011 >>12751757 >>12751764

>>12746487
Those sound interesting but they seem pretty heavy on the physics (since they're all physicists). Is there a reason to learn so much about quantum mechanics for someone mostly interested in computational applications of probability?

Anonymous

Anonymous Wed 24 Feb 2021 02:14:09 No.12748011 Report

Quoted By: >>12748031

>>12747069
probably

Anonymous

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Anonymous Wed 24 Feb 2021 02:18:40 No.12748031 Report

Quoted By:

>>12748011
okay

Anonymous

Anonymous Wed 24 Feb 2021 06:04:20 No.12748524 Report

Quoted By:

OP here, I think I'm settling with Probability & Measure Theory by Ash. It's got all the topics I want, problems with some solutions, and is a little less condescending than Durrett.

Anonymous

Anonymous Wed 24 Feb 2021 14:42:30 No.12749654 Report

Quoted By:

>>12744235
Counterexamples in Probability
Book by Iordan Stoianov and Jordan M. Stoyanov

Anonymous

Anonymous Thu 25 Feb 2021 00:06:58 No.12751757 Report

Quoted By: >>12752362

>>12747069
>Is there a reason to learn so much about quantum mechanics for someone mostly interested in computational applications of probability?
You should study enough quantum mechanics to the point that you are comfortable with path integrals. The only reason to study the path integral is that you immediately become comfortable with Brownian motion, which is the simplest path integral there is. The result is that you understand the main non-commutativity result of Brownian motion: the position and time derivative of a Brownian motion have a nonzero time-ordered commutator. This is called "Ito's Lemma" in finance or stochastic equation books.

Anonymous

Anonymous Thu 25 Feb 2021 00:08:58 No.12751764 Report

Quoted By: >>12752362

>>12747069
Statistical mechanics is not just mechanics, but statistics. Many of the most useful concepts of information theory and statistics are contained in statistical mechanics.

Anonymous

Anonymous Thu 25 Feb 2021 03:40:45 No.12752362 Report

Quoted By:

>>12751757
>>12751764
Interesting, I'll download some books on that stuff then and maybe move on to them when I'm done with what I'm working on. Information theory is on my to-do list.

Anonymous

Anonymous Thu 25 Feb 2021 06:46:45 No.12752848 Report

Quoted By:

>>12744235
>First Course in Probability Theory, by Sheldon Ross
>A Certain Uncertainty: Nature’s Random Ways, by Mark Silverman

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