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  • Print publication year: 2004
  • Online publication date: June 2012

Appendix D - Supplementary reading


In this appendix we provide some suggestions for supplementary reading. Our goal is to provide some leads for the reader interested in pursuing the topics treated in more depth. Admittedly we only scratch the surface of the large literature on probability and random processes. The books are selected based on our own tastes — they are books from which we have learned and from which we have drawn useful results, techniques, and ideas for our own research.

A good history of the theory of probability may be found in Maistrov, who details the development of probability theory from its gambling origins through its combinatorial and relative frequency theories to the development by Kolmogorov of its rigorous axiomatic foundations. A somewhat less serious historical development of elementary probability is given by Huff and Geis. Several early papers on the application of probability are given in Newman. Of particular interest are the papers by Bernoulli on the law of large numbers and the paper by George Bernard Shaw comparing the vice of gambling and the virtue of insurance.

An excellent general treatment of the theory of probability and random processes may be found in Ash, along with treatments of real analysis, functional analysis, and measure and integration theory. Ash is a former engineer turned mathematician, and his book is one of the best available for someone with an engineering background who wishes to pursue the mathematics beyond the level treated in this book.