Literature
The course will cover
Chapter 1-5, and a part A-I of Section 1 in Chapter 9,
in
D. Williams: Weighing
the Odds ,
Cambridge University Press, 2001.
That book will be available at Cremona in due
time; you may
prefer to purchase your copy from an internet book dealer.
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Other literature?
A book at about the same level as "Weighing the Odds", and
similar in
spirit, is
Grimmett & Stirzaker: Probability
and Random Processes, 3rd ed.
Oxford University Press, 2001.
There is a compendium in Swedish, used in the course
"Sannolikhetsteorins grunder"
that preceded our one. It goes deeeper into the theory of
expectation.
Häggström & Lindvall: Sannolikhetsteorins Grunder.
Another book by Williams:
Probability with Martingales ,
Cambridge University Press.
is used for the basic graduate studies: it covers all of the
measure and
integration
theory mentioned in our course.