Readings

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:

  • [GS] Buy at Amazon G. R. Grimmett and D. R. Stirzaker. Probability and Random Processes. Oxford University Press, 3rd edition, 2001. ISBN: 9780198572220.
  • [C] Buy at Amazon E. Çinlar. Probability and Stochastics. Springer, 2011. ISBN: 9780387878584.
  • [W] Buy at Amazon D. Williams. Probability with Martingales. Cambridge University Press, 1991. ISBN: 9780521406055.
  • [BT] Buy at Amazon 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.