I am working on a book with Vlada Limic tentatively titled Random Walk: A Modern Introduction. A draft is available at Random Walk Book. Comments are appreciated. Last updated August 3, 2009.

(Topics in Probability and Analysis: Lectures from the U. Chicago REU program) is a draft of a book intended for the AMS Student Mathematical Library. It is based on lectures given to undergraduates in the REU program at the University of Chicago. The topics are: random walk and discrete heat equation, Brownian motion and heat equation, martingales, fractal dimension. Again, comments are appreciated. Last updated June 22, 2009.

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.