Course Notes

This section contains a draft of the class notes as provided to the students in Spring 2011. An updated and improved version of the draft notes can be found here. However, the problem sets refer to the problems as they are numbered in the OCW notes.

Front matter: Preface, table of contents (PDF)
Chapter 1: Introduction and review of probability (PDF - 1.2MB)
Chapter 2: Poisson processes (PDF)
Chapter 3: Finite-state Markov chains (PDF - 1.2MB)
Chapter 4: Renewal processes (PDF - 1.3MB)
Chapter 5: Countable-state Markov chains (PDF)
Chapter 6: Markov processes with countable state spaces (PDF - 1.1MB)
Chapter 7: Random walks, large deviations, and martingales (PDF - 1.2MB)
Back matter: Appendix, bibliography (PDF)