An Introduction to Probability

Instructor: 

Semester: 

  • 2013 Autumn/Monsoon (Aug - Dec)

This course is an introduction to probability at a level suitable for first year graduate students. Topics include events, probability, conditional probability, random variables, Markov chains, convergence, and martingales.

Evaluation: based on weekly homework, a midterm exam, and a final exam.

Textbook: Probability and Random Processes/by G. Grimmett and D. Stirzaker

References:

An Exploration of Random Processes for Engineers/by Bruce HajekĀ (available online: http://www.ifp.illinois.edu/~hajek/Papers/randomprocesses.html)

Stochastic Processes: Theory and Applications/by R. Gallager (available online: http://www.rle.mit.edu/rgallager/notes.htm)

Probability with Martingales/by D. Williams

An introduction to probability theory & its applications; v.1&2/by W. Feller

A course in probability theory/by K.L. Chung