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Probabilityand RandomProcesses - Princeton University

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.

0 Introduction 0.1Whatisprobability? Most simply stated, probability is the study of randomness. Randomness is ofcourseeverywherearoundus ...

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