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Probabilityand RandomProcesses

Ramon van HandelProbability andRandom ProcessesORF 309/MAT 380 Lecture NotesPrinceton UniversityThis version: February 22, 2016 PrefaceThese lecture notes are intended for a one-semester undergraduate course inapplied probability. Such a course has been taught at Princeton for many yearsby Erhan inlar. The choice of material in these notes was greatly inspired by inlar s course, though my own biases regarding the material and presentationare inevitably reflected in the present always, some choices had to be made regarding what to present: It should be emphasized that this course isnotintended for a pure math-ematics audience, for whom an entirely different approach would be in-dicated. The course is taken by a diverse range of undergraduates in thesciences, engineering, and applied mathematics. For this reason, the focusis on probabilistic intuition rather than rigorous proofs, and the choice ofmaterial emphasizes exact computations rather than inequalities or asymp-totics.

Ramon van Handel Probabilityand RandomProcesses ORF309/MAT380LectureNotes PrincetonUniversity This version: February 22, 2016

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