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Note: You are looking at a static copy of the former PineWiki site, used for class notes by James Aspnes from 2003 to 2012. Many mathematical formulas are broken, and there are likely to be other bugs as well. These will most likely not be fixed. You may be able to find more up-to-date versions of some of these notes at http://www.cs.yale.edu/homes/aspnes/#classes.

Geoffrey R. Grimmett and David R. Stirzaker, Probability and Random Processes. Oxford University Press, 2001. ISBN 0198572220. QA273 G74X 2001. Similar in scope to Feller. A good alternative if you are on a budget.

2014-06-17 11:58