I am working on a book with Vlada Limic tentatively titled Symmetric Random Walk. An incomplete draft is available at Random Walk Book. Comments are appreciated. Last updated March 31, 2008.
Conformally Invariant Processes in the Plane , by American Mathematical Society,
I was an editor for a volume of lectures notes from School and Conference on Probability Theory at the ICTP in Trieste. This book is available on the Web courtesy of ICTP.
A softcover edition of Intersections
of Random Walks is now available through Birkhauser-Boston
A second edition of
Introduction to Stochastic Processes is now available.
This is a text for a nonmeasure theory course in stochastic
processes.
Lectures on Contemporary Probability (with Lester Coyle) are lectures given to undergraduates at the Institute for Advanced Study/ Park City summer program in 1996. They have appeared in the American Mathematical Society's Student Mathematical Library series.