Russell Lyons

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Contents of This Site (current URL:

(with Yuval Peres) A Book Entitled Probability on Trees and Networks

Course Notes

Course notes on stochastic calculus (following Jean-François Le Gall's textbook, Brownian Motion, Martingales, and Stochastic Calculus).

Course notes on stochastic processes (following Sheldon Ross's graduate textbook, Stochastic Processes).

Lecture notes on martingales (extending Patrick Billingsley's textbook, Probability and Measure).

Weak and weak* topologies (an alternative to Helly's theorem presented as homework).

Uniqueness and continuity for characteristic functions (a soft development presented as extra-credit homework).

Some handouts to accompany Statistical Models: Theory and Practice (revised ed.) by David Freedman:

Papers Available Electronically in PostScript or PDF:

Often the electronic versions of papers here fix errors that are noted after publication. Whether or not such corrections are made here, errata appear after the corresponding paper link as well as in the separate errata section.


Abstracts and Links:

List of Papers Not Available Electronically:

Some Talks:

Typos/Errata (as PostScript or PDF Files) to Published Papers:


Matteo D'Achille, Scot Adams, David Aldous, Alano Ancona, Omer Angel, Itai Benjamini, Lewis Bowen, Nicolas Curien, Nathanael Enriquëz, Jessica Felker, Damien Gaboriau, Ori Gurel-Gurevich, Olle Häggström, Deborah Heicklen, Nina Holden, Ander Holroyd, Yiping Hu, Nicholas James, Antal A. Járai, Johan Jonasson, Chris Judge, Alexander S. Kechris, Thomas G. Kurtz, Michael Larsen, Avinoam Mann, Benjamin J. Morris, Fedja Nazarov, Shayan Oveis Gharan, Peter Paule, Ron Peled, Robin Pemantle, Yuval Peres, Mikaël Pichot, Charles Radin, Axel Riese, Oded Schramm, Terry Soo, Jeff Steif, Xin Sun, Pengfei Tang, Romain Tessera, Andreas Thom, Matthew Tointon, Meltem Ünel, Stéphane Vassout, Graham White, Peter Winkler, Alex Zhai, Tianyi Zheng, Kevin Zumbrun.

Journal Prices:

Some journals are too expensive; see Kirby's article for detailed information. I support his suggested boycott of the most expensive journals, meaning that I will not submit to them, referee for them, nor be an editor for them. I hope that you will boycott them too. For somewhat old price information, see the spreadsheet by Ulf Rehmann. For similar efforts and discussion, see Gower's blog on Elsevier and a list to sign to indicate your support for Gower's boycott of Elsevier. I also boycott open access journals with high charges for article publishing. For information about this, see here for fair charges and the "AMS Primer on Open Access" for an interesting discussion of the issues.


Department of Mathematics
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A photo album, with photos courtesy of Indiana University. Use the slide show available under the three-dots menu on the top right, which will go full screen.

Another photo album of the IUB campus, taken by me.

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