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Today's Lecture by Ashay Dharwadker
Daily lecture notes for a course on algorithm design at Ansal Institute of Technology.
http://www.geocities.com/dharwadker/lecture.html
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Mike McLaughin's Probability Distributions Compendium
Document describing many common probability distributions and their properties including, pdf, cdf, moments, and random variate generation.
http://www.geocities.com/~mikemclaughlin/math_stat/Dists/Compendium.pdf
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Stochastic Analysis
Extensive lecture notes from Timo Seppalainen
http://www.math.wisc.edu/~seppalai/courses/735/home735.html
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Probability lecture notes
Lecture notes from R.F. Bass
http://www.math.uconn.edu/~bass/lecture.html
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Probability and Random Process Class Notes
Class notes for a university course on probability and random processes, by John L. Stensby. Notes are in .pdf format. Introductory through advanced topics are covered.
http://www.ece.uah.edu/courses/ee420-500/
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Stochastic Calculus Notes
These notes by Alan Bain provide a complete elementary introduction to stochastic integration with respect to continuous semimartingales.
http://www.chiark.greenend.org.uk/~alanb/
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