Notes on Probability Theory

These notes are intended to
give a solid introduction to Probability Theory with a reasonable level of
mathematical rigor. Topics covered includes: Elementary probability,
Discrete-time finite state Markov chains, Existence of Markov Chains,
Discrete-time Markov chains with countable state space, Probability triples,
Limit Theorems for stochastic sequences, Moment Generating Function, The Central
Limit Theorem, Measure Theory and Applications.

**Author(s):** Christopher King

124 Pages