MIT版的数学百科全书
http://www.pinggu.org/bbs/viewthread.php?tid=511805&highlight=

Karlin和Taylor随机过程初级和高级教程
http://www.pinggu.org/bbs/viewthread.php?tid=511091&highlight=

RA Horn和CR Johnson的matrix analysis
http://www.pinggu.org/bbs/viewthread.php?tid=511551&highlight=