The lecture notes of a few of the courses I have taught at the Indian Statistical Institute can be accessed from the links below. The notes will be updated from time to time. These are partially based on discussions with Arup Bose and Rajat Hazra. The notes of Martingale Theory are part of a book, published by Hindustan Book Agency and Springer, which I wrote with them. Suggestions and feedback are welcome at arijit.isi@gmail.com by email.
Lecture notes:
- Measure Theoretic Probability M. Stat. 1st year
- Martingale Theory M. Stat. 2nd year
- Measure Theory M. Math. 1st year
- Probability Theory M. Math. 2nd year
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