General
SwitchTube channel for the course (please note that these videos were made for a previous version of the course: there will be some differences with this year's version)
Lectures:
- In presence in room CM 1 120 on Wed 2-4 PM and in room INR 219 on Thu 8-10 AM
Exercise sessions:
- in presence in room INR 219 on Thu 10-12 AM
Grading scheme:
- graded homeworks 20%
- midterm
20%
- final exam 60%
Principle for the graded homeworks: each week, one exercise is starred and worth 2% of the final grade.
Olivier Lévêque // LTHI // INR 132 // 021 693 81 12 // olivier.leveque@epfl.ch
Sheldon M. Ross, Erol A. Pekoz, A Second Course in Probability, 1st edition, www.ProbabilityBookstore.com, 2007.
Jeffrey S. Rosenthal, A First Look at Rigorous Probability Theory, 2nd edition, World Scientific, 2006.
Geoffrey R. Grimmett, David R. Stirzaker, Probability and Random Processes, 3rd edition, Oxford University Press, 2001.
Geoffrey R. Grimmett, David R. Stirzaker, One Thousand Exercises in Probability, 1st Edition, Oxford University Press, 2001.
Sheldon M. Ross, Stochastic Processes, 2nd edition, Wiley, 1996.
William Feller, An Introduction to Probability Theory and Its Applications, Vol. 1&2, Wiley, 1950.
(more advanced) Patrick Billingsley, Probability and Measure, 3rd edition, Wiley, 1995.