概率之路
A probability path
Sidney I. Resnick · 初版 1999 年
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这本教材面向来自不同学科、主要关注点不一定是数学本身的研究生新生。相反，A Probability Path专为那些在统计学、应用概率、生物学、运筹学、数理金融和工程学研究中需要深入理解高等概率论的读者量身打造。
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A probability path
Sidney I. Resnick · 初版 1999 年
这本教材面向来自不同学科、主要关注点不一定是数学本身的研究生新生。相反，A Probability Path专为那些在统计学、应用概率、生物学、运筹学、数理金融和工程学研究中需要深入理解高等概率论的读者量身打造。
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……（CRC 第 3 版；免费的第 2 版 pdf[1]）洛瓦兹——《组合问题与练习》（AMS Chelsea）。概率论的经典之作是费勒（Feller，共两卷），但价格贵得离谱。此外还有西德尼·雷斯尼克（Sidney Resnick）的《概率导论》（A Probability Path）和《随机过程探秘》（Adventures in Stochastic Processes）。格林斯特德与斯内尔的《概率论导引》是免费的[2]，还有钟开莱的《概率论教程》（Academic Press/Elsevier）。Dover 出版……
…(CRC 3rd ed.; free 2nd ed. pdf[1]) Lovasz - Combinatorial Problems and Exercises (AMS Chelsea) The classic probability book is Feller (2 vol), but it's absurdly priced. There's also Sidney Resnick's Probability Path and Adventures in Stochastic Processes. Grinstead & Snell - Introduction to Probability Theory is free[2], and there's also Chung's A Course in Probability Theory (Academic Press/Elsevier). Dover publishes…
多谢。亚马逊英国站上对钟开莱那本书的评价引导我找到了西德尼·雷斯尼克的《概率导论》（A Probability Path），这本书似乎是面向非数学专业人士的。我已经掏钱买了（以一个缺乏测度论系统探索经验的叛逆物理学家的身份来说）。
Thanks The Amazon UK reviews of Chung's book lead me to A Probability Path by Sidney Resnick which appears to be aimed at non-mathematicians. I have invested (speaking as a renegade physicist lacking a systematic exploration of measure theory).
……论的话，我会去读柯尔莫哥洛夫和佛明的书。鲁丁（Rudin）也有一本测度论的书，比他的分析学教材好得多，但书很厚重。不过课后习题很棒。至于概率论的书，我们大学当年读的是《概率导论》（A Probability Path）。我个人并不太喜欢它。有人给我推荐过《鞅与概率论》（Probability with Martingales），虽然我没读过，但看着很不错。
…theory, I'd read Kolmogorov and Fomin's book. Rudin also has a measure theory book, which is much better than his analysis book, but it's hefty. Good problems though. For a book on Probability, we read A Probability Path at my university. I wasn't fond of it. Someone referred me to Probability with Martingales, and though I didn't read it, it looked very good.