MA 368: Topics in Probability and Stochastic Processes

Credits: 3:0


Discrete Parameter Martingales and Applications, Ergodic Theory, Random Walks, Branching Processes.  


Suggested books :

  1. Chung, K. L., A course in Probability Theory, 3rdedition ,Academic Press, San Diego, USA. 2001.
  2. Feller, W., Introduction to Probability Theory and Applications, Vol. I & II, 22ndedition ,John Wiley and Sons, 1971.
  3. Shiryaev, A. N., Probability ,Springer, New York, 1966.
  4. Spitzer, F., Principles of Random Walk, 2ndedition ,Springer, New York, 1976.
  5. Athreya, K. B., and Ney, P. E., Branching Processes ,Springer, New York, 1972.
  6. Williams, D., Probability with Martingales ,Cambridge Univ., Press, 1991.

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Contact: +91 (80) 2293 2711, +91 (80) 2293 2625
E-mail: chairman.math[at]iisc[dot]ac[dot]in