Shannon's Favorite Links

1. Chapter 1 from the book ``Magnetism Made Simple''
by Daniel Mattis, published by World Scientific, and with ordering information
available here: http://www.worldscibooks.com/physics/5372.html

The link is here: http://www.worldscibooks.com/phy_etextbook/5372/5372_chap01.pdf

This has a wonderful history of magnetism, which was apparently jointly written by Daniel Mattis and his wife.

2. Links for Stein's method.

The Wikipedia article on Stein's method is very nice:
http://en.wikipedia.org/wiki/Stein%27s_method.

This is an excellent introduction.

Two other things of note are Charles Stein's original monograph,
"Approximate computation of expectations,"
which is available freely by Project Euclid (Open Access):
http://projecteuclid.org/euclid.lnms/1215466568,

and Louis H.Y. Chen's selected publication list,
http://www.ims.nus.edu.sg/~lhychen/publications.htm,

especially since it has an online pdf copy of his paper,
"Two central limit problems for dependent random variables," * Z. Wahrsch. Verw. Gebiete. ***43 ** (1978), 223-243,
which shows how to extend Stein's method to all infinitely-divisible distributions.