Grinstead C.M., Snell J.L. Introduction to Probability

2nd Edition. — 2006. — 520 p.Probability theory began in seventeenth century France when the two great French mathematicians, Blaise Pascal and Pierre de Fermat, corresponded over two prob- lems from games of chance. Problems like those Pascal and Fermat solved continued to influence such early researchers as Huygens, Bernoulli, and DeMoivre in estab- lishing a mathematical theory of probability. Today, probability theory is a well- established branch of mathematics that finds applications in every area of scholarly activity from music to physics, and in daily experience from weather prediction to predicting the risks of new medical treatments.Discrete Probability Distributions
Continuous Probability Densities
Combinatorics
Conditional Probability
Distributions and Densities
Expected Value and Variance
Sums of Random Variables
Law of Large Numbers
Central Limit Theorem
Generating Functions
Markov Chains
Random Walks