Harish Parthasarathy 
Advanced Probability and Statistics [PDF ebook] 
Applications to Physics and Engineering

This book surveys some of the important research work carried out by Indian scientists in the field of pure and applied probability, quantum probability, quantum scattering theory, group representation theory and general relativity. It reviews the axiomatic foundations of probability theory by A.N. Kolmogorov and how the Indian school of probabilists and statisticians used this theory effectively to study a host of applied probability and statistics problems like parameter estimation, convergence of a sequence of probability distributions, and martingale characterization of diffusions.It will be an important resource to students and researchers of Physics and Engineering, especially those working with Advanced Probability and Statistics.