Books by Yakov G. Sinai

This book collects 20 papers that span the areas of mathematical physics, dynamical systems, and probability. Yakov Sinai is well-known as both a mathematician and a physicist, with numerous theorems and proofs bearing his name in both fields.

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.