Reading List
MATP 4960/6960, Fall 2007


Reading List has been updated to include material assigned on

December 7 , 2007

All readings will be listed here, organized by topic. Dates indicate the class by which you should have read the indicated material.   Some readings may be announced here before they are announced in class, in case you want to read ahead.   Sometimes, particularly if I am traveling, you may find some references posted at the library class reserves before they are linked here.
If a reading does not have a date, you don't have to worry about it yet.


Fundamentals of Probability Theory

Assigned Readings

Optional Readings

Moment Generating Functions and Characteristic Functions

Assigned Readings

Random Walks

Assigned Readings

Optional Readings

Conditional Probability and Expectation

Assigned Readings

Optional Readings

Central Limit Theorem

Assigned Readings

Optional Readings

Multivariate Gaussian Random Variables

Assigned Readings