Reading List

1) G. R. Grimmett and D. J. A. Welsh, Probability: An Introduction (Oxford University Press, 1986), Chapters 1--4, 5.1--5.4, 5.6, 6.1, 6.2, 6.3 (parts of), 7.1--7.3, 10.4.

2) J. Pitman, Probability (Springer-Verlag, 1993).

3) S. Ross, A First Course In Probability (Prentice-Hall, 1994).

4) D. Stirzaker, Elementary Probability (Cambridge University Press, 1994), Chapters 1--4, 5.1--5.6, 6.1--6.3, 7.1, 7.2, 7.4, 8.1, 8.3, 8.5 (excluding the joint generating function).