MATH 672 — Spring 1999
Probability Theory 

Instructor: Harry Kesten

Time:  TR 1:25-2:40

Room: WE 310

Recurrent events and renewal theory, Markov chains, Discrete time martingales, Random walks, Elements of continuous time processes.

Suggested references.

R. Durrett, Probability: Theory and Examples (Most of you still have this book from 671; there is no need to buy any of the other references below).

P. Billingsley, Probability and Measure.

L. Breiman, Probability.

W. Feller, Introduction to Probability Theory and its Applications, vol. I and II.

Last modified: April 7, 2003