## Instructor:

## Semester:

- 2012 Autumn/Monsoon (Aug - Dec)

The purpose of this course is to offer an elementary

introduction to Probability. The idea will be to do as much as

possible with a limited amount of measure theory. The level will be

that of an advanced undergraduate or beginning graduate course. The

main topics will be

Events, probability, conditional probability, random

variables, various distributions, discrete random variables,

continuous random variables, Markov chains, convergence of random

variables, martingales.

Evaluation: Homework Sets, Midterm Exam, Final Exam

Texts: Probability and Random Processes by Grimmett and Stirzaker

Introduction to Probability by Bertsekas and Tsitsiklis

Probability with Martingales by Williams