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Lecture Notes, Tutorials, Books available online

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• An Introduction to Queueing Systems

  http://home.iitk.ac.in/~skb/qbook/qbook.html
  Educational material for the study of queues and queueing networks. It includes details on book "Introduction to Queueing Systems", sample sections, solution manual for problems, tests and their solutions

• Analytical Argumentations of Probability and Statistics.

  http://www.giacomo.lorenzoni.name/arganprobstat/
  Paper by Giacomo Lorenzoni examining some fundamental concepts of probability and statistics.

• Applied Probability and Stochastic Processes

  http://math.uc.edu/~brycw/probab/books/
  An online course by Wlodzimierz Bryc in DVI, PS and HTML format.

• Introduction to probability

  http://www.math.harvard.edu/~knill/index.html
  A comprehensive course in probability by Oliver Knill

• Introduction to Probability

  http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html
  An online textbook in PDF format, by Charles M. Grinstead and J. Laurie Snell

• Lectures Notes from Varadhan

  http://www.math.nyu.edu/faculty/varadhan/
  From S.R.Srinivasa Varadhan in pdf and ps formats, on measure theory, harmonic analysis, statistics and stochastic processes.

• Probability and Random Process Class Notes

  http://www.ece.uah.edu/courses/ee420-500/
  Class notes for a university course on probability and random processes, by John L. Stensby. Notes are in .pdf format. Introductory through advanced topics are covered.

• Probability by Surprise

  http://www-stat.stanford.edu/~susan/surprise/
  Contains class notes and applets for teaching an introductory probability class to engineers.

• Probability lecture notes

  http://www.math.uconn.edu/~bass/lecture.html
  Lecture notes from R.F. Bass

• Probability Theory: The Logic of Science

  http://omega.albany.edu:8008/JaynesBook
  Online textbook by E.T. Jaynes in PS format.

• Probability Tutorials

  http://www.probability.net/
  Tutorials in measure theory, lebesgue integration and probability, by Noel Vaillant

• Stochastic Analysis

  http://www.math.wisc.edu/~seppalai/courses/735/home735.html
  Extensive lecture notes from Timo Seppalainen

• Stochastic Calculus Notes

  http://www.chiark.greenend.org.uk/~alanb/
  These notes by Alan Bain provide a complete elementary introduction to stochastic integration with respect to continuous semimartingales.

• Virtual Laboratories in Probability and Statistics

  http://www.math.uah.edu/stat/
  Interactive course by Kyle Siegrist.

 

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