Textbook:Probability and Random Processes, second edition, by G.R.
Grimmett and D.R. Stirzaker (Oxford University Press, 1992).
We will cover portions of Chapters 6, 8, 9, 10, 11, 12, and 13 of the
textbook (plus earlier material as needed), as time permits.
Specific topics to be covered include Markov chains, renewal theory,
queueing theory, martingales, and Brownian motion.
STA 347H or equivalent knowledge of probability theory; and
MAT 235Y/237Y or equivalent knowledge of multivariable calculus
and basic real analysis.