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MATH 6605 3.0AF (Fall 2017)
Probability Theory - Course outline


This course will study rigorous topics in probability theory, including basic measure theory, the weak and strong laws of large numbers, the Borel-Cantelli lemma, the law of the iterated logarithm, characteristic functions, weak convergence, the central limit theorem, stable laws, conditional expectations, and martingales.


Undergraduate probability. Either measure theory or real analysis would be an asset, but neither is required, since the necessary background will be covered in the course
There are no Course Credit Exclusions.

Course Webpage:

Instructor/Contact Information:

Tom Salisbury


MWF 10:30-11:20 in Vari Hall 3000

Office hour:

Wednesdays 1:30-2:30

I will try to post a notice on the course webpage if other commitments make it necessary to reschedule. If you can't make that time, you are welcome to e-mail or call me to arrange an appointment at some other time. Or drop by my office, to see if I'm available.


There is no required text. The following will be our main reference, and can be used to read ahead. Copies are available in the bookstore, but purchasing one is purely optional.
A first look at rigorous probability by Rosenthal, 2nd edition, World Scientific 2006
We will cover large portions of chapters 1-6 and 8-11, plus some additional topics as time permits.