Probability theory

Probability theory is the mathematical study of probability.

Bibliography

• Pierre Simon de Laplace (1812) Analytical Theory of Probability

:: The first major treatise blending calculus with probability theory, originally in French: Theorie Analytique des Probabilités.

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• Andrei Nikolajevich Kolmogorov (1933) Foundations of the Theory of Probability

:: The modern measure-theoretic foundation of probability theory, originally in German: Grundbegriffe der Wahrscheinlichkeitrechnung.

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• Harold Jeffreys (1939) The Theory of Probability

:: An empiricist, Bayesian approach to the foundations of probability theory.

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• Edward Nelson (1987) Radically Elementary Probability Theory

:: Discrete foundations of probability theory, based on nonstandard analysis and internal set theory. downloadable. http://www.math.princeton.edu/~nelson/books.html

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• Patrick Billingsley: Probability and Measure, John Wiley and Sons, New York, Toronto, London, 1979.