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#
MATH 6605 3.00AF (Fall 2010)

*Probability Theory*

Announcements and documents will be posted here as they
become available.
### Announcements

- The class Dec 15 will be postponed (I have a miserable cold today).
- The course meets MWF 9:30-10:20, in N501 Ross.

### Documents and links

### Reserves

I haven't put anything on reserve. The text is Rosenthal's *A first look at rigorous probability theory*. A more comprehensive modern text is Durrett's *Probability: Theory and Examples*.
Older references are still quite useful. Chung's *A course in probability theory* used to be the standard text for courses on convergence of random variables. Lamperti's *Probability* is a short and conversational book, in much the same spirit as Rosenthal. Breiman's *Probability* is a readable but comprehensive treatment, in the same spirit as Durrett. And there are parts of the theory that still are best learned from an even older and more encyclopaedic text, namely Feller's *An introduction to probability theory and its applications*, both volume 1 and volume 2.