Fundamentals of Probability

Fundamentals of Probability: These notes are geared towards graduate students interested in a rigorous development of the subject. The text covers sample space, random variables, expectations, transforms, Bernoulli and Poisson processes, finite Markov chains, limit theorems.

Lectures on Disintegration of Measures

Lectures on Disintegration of Measures: These Notes cover I) disintegration of a measure with respect to a single sigma-algebra, and in part II, measure valued supermartingales and regular disintegration of a measure with respect to an increasing right continuous family of sigma-algebras.