Probability

Instructor: 

Semester: 

  • 2017 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, Markov chains, convergence, and martingales.
Evaluation: based on weekly homework/quizzes, a midterm exam, and a final exam.
Textbooks: 
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 )
Additional references:
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