Tuckwell H.C. Elementary Applications of Probability Theory: With an introduction to stochastic differential equations

New York: Chapman & Hall, 1995. - 307 p.A review of basic probability theory
Geometric probability
Some applications of the hypergeometric and Poisson distributions
Reliability theory
Simulation and random numbers
Convergence of sequences of random variables: the central limit theorem and the laws of large numbers
Simple random walks
Population genetics and Markov chains
Population growth I: birth and death processes
Population growth II: branching processes
Stochastic processes and an introduction to stochastic differential equations
Diffusion processes, stochastic differential equations and applications