Lecture notes

The notes below are work in progress and will be updated periodically. We will eventually publish them as a textbook. We’re grateful for any comments, corrections, suggestions.

Date Size PDF Comment
2017-08-24 4.5MB (96 pages) Download Corrected bullet point 4, p.26.
2017-07-12 4.5MB (96 pages) Download Harmonised notation.
2017-04-18 4.5MB (96 pages) Download Fixed some references and typos.
2017-03-04 4.5MB (96 pages) Download

2 thoughts on “Lecture notes

  1. Hi, is knowledge of elementary calculus-based probability (as in Bertsekas and Tsitsiklis, or the elementary Ross book) sufficient to grasp the notes?

    Liked by 1 person

  2. Francis, thank you for your question, that’s very helpful. Next time we go through the notes we will make a list of any prerequisites.
    We’re trying to keep the lecture notes fairly self-contained, and I will cautiously say yes, the books you mention should be sufficient. My sense is that too much prior knowledge is more likely to be problematic than too little. But please let us know how you’re getting on, especially if you get stuck somewhere and feel that something is missing.


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