M. Emery & A. Nemirovski 
Lectures on Probability Theory and Statistics [PDF ebook] 
Ecole d’Ete de Probabilites de Saint-Flour XXVIII — 1998

This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during 17th Aug. — 3rd Sept. 1998. The contents of the three courses are the following:- Continuous martingales on differential manifolds.- Topics in non-parametric statistics.- Free probability theory.The reader is expected to have a graduate level in probability theory and statistics. This book is of interest to Ph D students in probability and statistics or operators theory as well as for researchers in all these fields. The series of lecture notes from the Saint-Flour Probability Summer School can be considered as an encyclopedia of probability theory and related fields.