In Lent term 2017 I am teaching the Part II Applied Probability course.

Lecture notes and examples sheets

Here you can find lecture notes for the course as well as example sheets.

Lecture notes
Example sheet 1
Example sheet 2
Example sheet 3

Example sheet 4

Please feel free to send comments and corrections to p.sousi@statslab.cam.ac.uk

Other sources

James Norris, Markov Chains, Cambridge University Press

Pierre Bremaud, Markov chains, Gibbs Fields, Monte Carlo simulation and queues, Springer

Grimmett and Stirzaker, Probability and Random Processes, 3rd edn, OUP, 2001.

Lecture notes by Nathanael Berestycki on Applied Probability.