Brémaud P. An Introduction to Probabilistic Modeling

New York: Springer, 1988. — (Undergraduate Texts in Mathematics). — ISBN: 978-1-4612-6996-0, ISBN: 978-1-4612-1046-7.The present textbook provides prerequisite material for courses in Physics, Electrical Engineering, Operations Research, and other fields of applied science where probabilistic models are used intensively. The emphasis has therefore been placed on modeling and computation.Basic Concepts and Elementary Models
Discrete Probability
Probability Densities
Gauss and Poisson
Convergences
Additional Exercises
Solutions to Additional Exercise