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I'm a physics student looking to start learning more about probability. Is there some introductory book on measure theoretical probability theory that includes sections on quantum probability? To give you an idea of my mathematical experience I have never taken a course in probability theory but I've had two courses on real analysis, the second of which included an introduction to measure theory/ Lebesgue integration.

If you don't know of an introductory book that covers quantum probability, what is the "easiest" book that covers it that you know of? Maybe I can just read through a standard book on probability first.

Thanks in advance.

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    $\begingroup$ Despite the names, "measure theoretical probability theory" and "quantum probability" are nearly disjoint subjects... $\endgroup$ – Did Feb 28 '16 at 23:25
  • $\begingroup$ I see. Thanks.$ $ $\endgroup$ – user318528 Feb 28 '16 at 23:40
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I don't know of any introductory book on probability for Physics but if you are new to probability, then before learning probability's applications in physics, you might want to learn the basics of mathematical probability.

For that, I would suggest, An introduction to probability theory and its applications by William Feller. There are 2 volumes of this book but you can start with volume 1.

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  • $\begingroup$ I am almost sure that there are only two volumes :) $\endgroup$ – Math1000 Mar 1 '16 at 19:32
  • $\begingroup$ @ Math1000 - Thanks. There are only 2 volumes. I edited it. $\endgroup$ – Dark_Knight Mar 2 '16 at 8:43
  • $\begingroup$ So you are saying that Feller I and II include sections on quantum probability, right? Must be other books than the ones I know, then. $\endgroup$ – Did Mar 6 '16 at 14:51
  • $\begingroup$ @Did - I never said that Feller include sections on quantum probability. I just suggested this book so that user318528 can become familier with concepts in probabilit theory as he is new to this course. $\endgroup$ – Dark_Knight Mar 7 '16 at 8:46
  • $\begingroup$ Indeed Feller could be an option to get acquainted with "measure theoretical probability theory" (eventhough, if you ask me, there are tons of better sources for this task), but the OP asks for books with "sections on quantum probability". There is none in Feller -- which is only natural since "measure theoretical probability theory" and "quantum probability" are nearly disjoint subjects... $\endgroup$ – Did Mar 7 '16 at 11:17

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