*Because of the Covid lockdown, a lot of content was uploaded to Youtube.

For the basic introductory course in probability and statistics in FMI:

• A suitable reference in Bulgarian is Probability and Statistics by B. Dimitrov and N. Yanev and in English, Probability: An Introduction by R. Durrett.

• These are the problems which we tried to solve with the CompSci students in 2023.

• Here you can find past homework and exams for which I have at least some credit.

Supplementary materials:

• You can find notes of the lectures from 2020, written by Andrey Stoev. A version where I am adding minor changes is here (last updated 11 Oct 21).

• The course which helped me a lot with understanding many mathematical objects in probability is Intégration, Probabilités et Processus Aléatoires by J.-F. Le Gall (in French, also available in English) . It has a similar structure with Probability with Martingales by D. Williams.

• Another frequent reference in advanced probability courses is Probability and Random Processes by G. Grimmett and D. Stirzaker.

• As I am not a specialist, for the statistics part, I would refer to the course notes of D. Vyndev.

For the course Stochastic Processes 2, the following could be helpful:

• for random walks - An Introduction to Probability Theory and Its Application by W. Feller;

• for continuous Markov chains - Markov Chains by J. Norris;

• for Brownian motion - Brownian Motion, Martingales and Stochastic Calculus by J.-F. Le Gall.

• also, here you can find the problems from the tutorials in 2021 and a mock exam.