, Un critère dû à Dynkin fournit une condition suffisante sur la fonction

, Lois d'Ewens Suggestions bibliographiques

, Ce bref chapitre fournit quelques suggestions de lecture, nécessairement incomplètes et subjectives, concernant les probabilités de niveau master. Parmi les ouvrages les plus accessibles, on peut citer notamment le livre classique et incontournable de William Feller

, Les martingales à temps discret constituent le sujet principal des livres de Jacques Neveu

, Les chaînes de Markov à temps et espace discrets constituent le sujet principal des livres de Paoli Baldi, Laurent Mazliak

J. Celui-de and . Norris, Nor98b] aborde également les processus de Markov à temps continu et espace d'états dénombrable ainsi que les martingales. Citons aussi les ouvrages de Michel Benaïm et Nicole El Karoui [BEK05], Jean-François Delmas et Benjamin Jourdain [DJ06], Étienne Pardoux [Par07], et Thierry Bodineau [Bod14] qui présentent également des applications importantes ou classiques (physique, biologie, mathématiques financières, etc). Dans cette veine, avec également un pont vers l'épreuve de modélisation de l'agrégation de mathématiques

L. 'ouvrage-de and C. Cocozza-thivent, CT97] présente des applications des probabilités à la fiabilité. La théorie des valeurs extrêmes est abordée par exemple dans le livre de Paul Embrechts, Claudia Klüppelberg

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