Russell Lyons

This video is best listened to on headphones. For more information on it, visit Random Walk Demonstrations.

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).

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:


Scot Adams, David Aldous, Alano Ancona, Omer Angel, Itai Benjamini, Lewis Bowen, Damien Gaboriau, Ori Gurel-Gurevich, Olle Häggström, Deborah Heicklen, Nine Holden, Ander Holroyd, 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, Andreas Thom, 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.


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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