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MATH 6605 3.00AF (Fall 2017)
Probability Theory


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

Announcements

Documents and links

Topics

We have covered the following topics. I don't assume you've done measure theory, but we will still need to use some results from measure theory. Our approach will be to state results carefully, and give examples from probability, but not to re-prove results that are major topics in a measure theory course. This means the initial material will go by quite fast. Rosenthal's book gives the measure theory proofs, and section references refer to that source. Topics still to be covered are:

Reserves

The only book on reserve is Rosenthal's A first look at rigorous probability theory, in Steacie Library. The following are not on reserve, but could also be useful: