This repo is created to opensource some electronic books involving Advanced Probability Theory & Modelling
which I collected when I was struggling with the assignments of such a conceptual advanced
mathematics course.

1. Probability Spaces, Measure & σ-algebras

2. Random variables and their distribution

3. Independence and product measures

4. Integration and the (mathematical) expectation

5. The Borel-Cantelli lemmas

6. Poisson approximation and the Poisson process

7. English Textbooks in Advanced Probability Theory

8. Chinese Textbooks in Advanced Probability Theory

9. My personal notes and reflection

As long as the opensource materials infringe on someone's copyright, I would delete it at once.

All materials in this repo are uploaded for educational purposes only. Do NOT spread it for any commercial purpose.

• MIT公开课Slides
• 概率论-何书元(北大)YouTube版
• 概率论-何书元(北大)B站版