References & Further Reading

References

  1. A. N. Kolmogorov, Foundations of the Theory of Probability, Chelsea Publishing Company, 1950

    English translation of Kolmogorov's 1933 monograph Grundbegriffe der Wahrscheinlichkeitsrechnung. The original source of the axiomatic definition of probability. Remarkably short (96 pages) and still the clearest statement of the foundations.

  2. J. A. Gubner, Probability and Random Processes for Electrical and Computer Engineers, Cambridge University Press, 2006

    The primary textbook for the FSP course. Rigorous but accessible to engineers. Chapter 1 covers sample spaces, sigma-algebras, probability axioms, and combinatorics in the same order as this chapter.

  3. P. Billingsley, Probability and Measure, Wiley, 3rd ed., 1995

    The standard graduate-level reference for measure-theoretic probability. Chapter 1 gives the full measure-theoretic development of sigma-algebras and Lebesgue integration. Read this after completing FSP if you want full mathematical rigor.

  4. W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 1, Wiley, 3rd ed., 1968

    The classic reference for combinatorial and discrete probability. Chapters I–II on combinatorics are the source for the sampling paradigms, birthday problem, and hypergeometric distribution in Section 1.4. Feller's exposition remains unmatched for intuition and breadth of examples.

  5. T. M. Cover and J. A. Thomas, Elements of Information Theory, Wiley-Interscience, 2nd ed., 2006

    The standard reference for information theory. The probabilistic framework in Chapter 2 (random variables, entropy) builds directly on the axioms from this chapter. The random coding argument in Chapters 7–8 uses the classical probability model from Section 1.5.

  6. J. G. Proakis and M. Salehi, Digital Communications, McGraw-Hill, 5th ed., 2008

    The standard engineering reference for digital communications. Chapter 2 reviews the probability theory used throughout the book; Section 2.1 covers the axioms informally. The union bound in Chapter 4 is the version developed in our Section 1.3.

  7. D. Tse and P. Viswanath, Fundamentals of Wireless Communication, Cambridge University Press, 2005

    The primary reference for wireless communication theory. The probabilistic tools from this chapter (union bound, classical model) underlie the error probability analysis throughout. Section 5.1 applies the Borel-Cantelli lemma to diversity analysis.

  8. G. Vitali, Sul problema della misura dei gruppi di punti di una retta, Tipografia Gamberini e Parmeggiani, Bologna, 1905

    The original paper constructing the Vitali set — the first non-measurable set. Demonstrates why sigma-algebras cannot simply be the power set of $\\mathbb{R}$. Historical landmark in measure theory.

  9. A. J. Menezes, P. C. van Oorschot, and S. A. Vanstone, Handbook of Applied Cryptography, CRC Press, 1996. [Link]

    Free online reference for cryptography. Chapter 2 covers birthday attacks and collision bounds. The birthday attack analysis in Section 1.4 follows this treatment.

  10. G. Caire, Capacity achieving codes: A brief overview, 2021

    A concise overview of random coding arguments and capacity-achieving code constructions, written by the instructor of the FSP course. Cited in the commit contribution of Section 1.5.

  11. R. B. Ash, Basic Probability Theory, Wiley, 1970

    An older but still excellent introduction to probability at the level between Feller and Billingsley. Chapter 1 covers sigma-algebras and the axioms with clear proofs and many examples.

Further Reading

Resources for readers who want to go deeper into the foundations covered in this chapter.

  • Measure theory and the Lebesgue integral

    P. Billingsley, *Probability and Measure*, 3rd ed., Wiley 1995, Chapters 1-3.

    The full rigorous treatment of sigma-algebras, measures, and integration that underlies modern probability.

  • Vitali sets and non-measurability

    H. L. Royden, *Real Analysis*, 3rd ed., Prentice Hall 1988, Chapter 3.

    Detailed construction of the Vitali set and discussion of the Axiom of Choice's role in non-measurability.

  • The probabilistic method in combinatorics

    N. Alon and J. Spencer, *The Probabilistic Method*, 4th ed., Wiley 2016.

    The definitive reference for the probabilistic method — proving existence of combinatorial objects via probability. Shannon's random coding argument is its most famous application.

  • Birthday attacks in cryptography

    A. J. Menezes et al., *Handbook of Applied Cryptography*, available free at https://cacr.uwaterloo.ca/hac/

    Chapter 2 gives a thorough treatment of birthday attacks, including precise collision probability calculations for finite groups.

  • Pólya's recurrence theorem for random walks

    W. Feller, *An Introduction to Probability Theory and Its Applications*, Vol. 1, Chapter XIV.

    The combinatorial foundation of random walk recurrence, which connects the Catalan number exercise to the stochastic processes in Part IV.