- 2021 Autumn/Monsoon (Aug - Dec)
This course is an introduction to probability at a level suitable for first year graduate students in STCS. Topics include events, probability, conditional probability, random variables, random processes, Markov chains, Poisson processes, convergence.
● Probability and Random Processes/by G. Grimmett and D. Stirzaker
● An Exploration of Random Processes for Engineers/by Bruce Hajek (available online: http://hajek.ece.illinois.edu/ECE534Notes.html ),
● Stochastic Processes: Theory and Applications/by R. Gallager (excerpts available online: http://www.rle.mit.edu/rgallager/notes.htm ),
● Essentials of Stochastic Processes/by R. Durrett (available online from TIFR: https://link.springer.com/book/10.1007%2F978-3-319-45614-0 )