Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

皮诺玛利 PyNomaly是LoOP（局部异常值）的Python 3实现。 LoOP是Kriegel，Kröger，Schubert和Zimek提出的基于局部密度的离群值检测方法，可提供[0,1]范围内的离群值，这些分数可直接解释为样本是离群值的概率。 每个样本的离群值称为本地离群值概率。 它测量给定样本相对于其邻居的密度的局部偏差作为局部离群值因子（LOF），但提供范围为[0,1]的归一化离群值。 这些离群值可直接解释为对象成为离群的概率。 由于本地异常值提供的评分范围为[0,1]，因此从业人员可以根据应用程序自由解释结果。 像LOF一样，它是局部的，异常分数取决于样本相对于周围邻域的隔离程度。 局部性由k个最近的邻居给出，其距离用于估计局部密度。 通过将样本的局部密度与其邻域的局部密度进行比较，可以识别出与邻域相比密度较低的区域中的样本，从而根据其局部离群概率来识别离群的样本。

probability_and_random_process 概率论与随机过程

实分析和概率论经典书目，英文原版，从实分析测度论入手讲解概率论，更深刻，易懂

随机信号处理英文教程probability and random processes This book has been written for several reasons, not all of which are academic. This material was for many years the rst half of a book in progress on information and ergodic theory. The intent was and is to provide a reasonably self-contained advanced treatment of measure theory, probability theory, and the theory of discrete time random processes with an emphasis on general alphabets and on ergodic and stationary properties of random processes that might be neither ergodic nor stationary. The intended audience was mathematically inclined engineering graduate students and visiting scholars who had not had formal courses in measure theoretic probability. Much of the material is familiar stu for mathematicians, but many of the topics and results have not previously appeared in books.

Probability & Statistics for engineer and scientist.pdf

introduction to probability（权威英文原版书） 是学习概率的好参考书，还是国外的教材写得简单透彻

A first course in probability the nineth edition,

High-Dimensional Probability - An Introduction with Applications in Data Science Roman Vershynin University of California, Irvine June 7, 2018

Intuitive Probability and Random Processes Using MatLab 随机信号分析 教科书英文版 作者STEVEN M. KAY 超清晰，非扫描正版 内容详细，思路清晰