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.