You will only be responsible for the material contained in lecture notes and other handouts. For additional reading and examples, you can use the following books:
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[GS] G. R. Grimmett and D. R. Stirzaker. Probability and Random Processes. Oxford University Press, 3rd edition, 2001. ISBN: 9780198572220.
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[C] E. Çinlar. Probability and Stochastics. Springer, 2011. ISBN: 9780387878584.
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[W] D. Williams. Probability with Martingales. Cambridge University Press, 1991. ISBN: 9780521406055.
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[BT] D. P. Bertsekas and J. N. Tsitsiklis. Introduction to Probability. 2nd Ed., Athena Scientific, 2008. ISBN: 9781886529236. Chapter 1 is available online.
| Week # | Readings |
|---|---|
| 1 | No readings assigned. |
| 2 |
Notes from Lecture 1 (PDF). Handout on background material on sets and real analysis from Recitation 1 (PDF). Optional: [C] Sections 1.1–1.4 [GS] Sections 1.1–1.3 [W] Sections 1.0–1.5, 1.9 |
| 3 |
Notes from Lecture 2 (PDF) and Lecture 3 (PDF). Optional: [C] Section 1.3 [GS] Sections 1.4–1.7 [W] Chapter 1 |
| 4 |
Notes from Lecture 4 (PDF) and Lecture 5 (PDF). Optional: [C] Section 2.1 [GS] Sections 3.1–3.7 [BT] Go through the last section of Chapter 1 for background on counting. |
| 5 |
Notes from Lecture 6 (PDF) and Lecture 7 (PDF). Optional: [C] Sections 1.4, 1.5, and 2.2 [GS] Chapter 3 |
| 6 |
Notes from Lecture 7 (PDF), Lecture 8 (PDF), and Lecture 9 (PDF). Optional: [C] Sections 1.4–1.6 |
| 7 |
Notes from Lecture 10 (PDF) and Lecture 11 (PDF). Optional: [GS] Sections 4.1–4.10, 4.11 |
| 8 | No readings assigned. |
| 9 |
Notes from Lecture 11 (PDF), Lecture 12 (PDF), and Lecture 13 (PDF). Optional: [GS] Sections 4.1–4.8, 5.1–5.2 [C] Chapter 4 |
| 10 |
Notes from Lecture 14 (PDF) and Lecture 15 (PDF). Optional: [GS] Sections 4.9, 4.10, 5.7–5.9 |
| 11 | No readings assigned. |
| 12 |
Notes from Lecture 16 (PDF), Lecture 17 (PDF), Lecture 18 (PDF), and Lecture 19 (PDF). Optional: [GS] Sections 7.1–7.6 [C] Chapter 3 |
| 13 |
Notes from Lecture 18 (PDF), Lecture 19 (PDF), and Lecture 20 (PDF). Optional: [GS] Sections 7.5, 7.10, 8.1–8.3 [C] Chapter 3 |
| 14 | Notes from Lecture 21 (PDF) and Lecture 22 (PDF). |
| 15 |
Notes from Lecture 23 (PDF), Lecture 24 (PDF), Lecture 25 (PDF), and Lecture 26 (PDF). Optional: [GS] Sections 6.1–6.6, 12.1–12.6 [C] Sections 4.1–4.4 |
| 16 | No readings assigned. |
