Finding a Probability Book for Physics Students for a Complex Course

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Discussion Overview

The discussion revolves around finding suitable probability textbooks for a physics course that covers advanced topics such as large deviations, experimental data analysis, random walks, and time-dependent processes. Participants are seeking recommendations that align with a mathematically rigorous approach suitable for physics students.

Discussion Character

  • Exploratory, Homework-related

Main Points Raised

  • One participant expresses difficulty with their professor's notes and seeks a comprehensive textbook covering specific advanced probability topics.
  • Another participant suggests a resource from Iowa State University, providing a link to a document that may contain relevant material.
  • A third participant shares a link to a different resource, indicating it may be useful for the discussion.
  • Further recommendations include "Introduction To Probability Theory" by Hoel, Port, and Stone, and "Introduction to Probability" by Grinstead and Snell, the latter being freely available online.
  • One participant acknowledges the recommendations and expresses intent to review them.

Areas of Agreement / Disagreement

Participants generally agree on the need for a suitable textbook but do not reach a consensus on a single recommended book. Multiple suggestions are presented, indicating a variety of potential resources.

Contextual Notes

The discussion does not clarify the specific suitability of each recommended book for the outlined topics, nor does it address the depth of coverage or mathematical rigor in relation to the course requirements.

Who May Find This Useful

Students enrolled in advanced probability courses, particularly those in physics or related fields, may find the recommendations and resources discussed useful.

mastrofoffi
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Hello, I'm taking a course in Probability for which our only resource is our professor's notes but I find them somewhat hard to follow. He told us he wrote these notes because he could not find a book which contained all the topics we'll be doing, but I still hope someone here can help me find something suitable.
Here's a short summary of the main topics I'll need to study:
Large deviations
Experimental data analysis(resampling methods, analysis of unknown distributions)
Random walks
Recurring events
Chains
Time-dependent processes(Markov, Poisson, Birth and Death)
Entropy(Shannon, Kolmogorov-Sinai)

Our teacher's approach is quite heavy on the math; basic probability, complex and functional analysis are taken for granted so I'm not looking for an introductory probability book. Even if you don't know a unique book containing these topics, any particular recommendation will be appreciated, especially if it is written specifically for physics students.
 
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1) - Introduction To Probability Theory by Hoel, Port and Stone.
2) - Grinstead and Snell's Introduction to Probability (freely available at http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html).
 
Thank you, I'll be checking these out.
 

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