MATH 383---Autumn, 2007
This is a course on the simple random walk in the plane.
We will use a draft of a book
by Vlada Limic and myself.
We will only try
to cover the first seven chapters, using parts of the appendix
(Chapter 11), when necessary. There are links to the
draft below (updated September 20, 2007). The first link is a
ps file, one page per sheet, and the second is a pdf file, two
pages per sheet.The prerequisite for this course is measure theoretic probability
including discrete time martingales. Students who
know measure theory but have no probability
background can probably get by reading my
Notes on Probability and referring to the appendix (Chapter 11) of these
notes when necessary.
TT 1:30 -- 2:50, 206 Eckhart
Greg Lawler , 415 Eckhart,
e-mail: lawler at math.uchicago.edu
ps (one page)
pdf (two page)