Robert Devaney, Chair Hung-Hsi Wu
2000 Mathematics Subject Classification. Primary 60-02;
Secondary 60J10, 60J15, 65C05.
Research of Gregory Lawler partially supported
by the National Science Foundation
ABSTRACT. Lectures given to undergraduates at the Institute for Advanced Study/
Park City Institute on Probability in 1996. Topics include: random walk (simple
and self-avoiding), Brownian motion, card shuffling, Markov chains and Markov
chain Monte Carlo, spanning trees, and simulation of random walks and models
in finance. This book could be used as a supplement to or for a second course
after a calculus based probability course.
Librar y of Congress Cataloging-in-Publication D a t a
Lawler, Gregory F., 1955-
Lectures on contemporary probability / Gregory F. Lawler, Lester N. Coyle.
p. cm. (Student mathematical library, ISSN 1520-9121 ; v. 2)
Includes bibliographical references.
ISBN 0-8218-2029-X (softcover : alk. paper)
1. Stochastic processes. 2. Probabilities. I. Coyle, Lester N. (Lester Noel),
1967- . II. Title. III. Series.
QA274.L384 1999
519.2^dc21 99-23838
CIP
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