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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.
- email: firstname.lastname@example.org
- Office: N536 Ross Building
- Personal homepage: www.math.yorku.ca/~salt/
- Phone: (416) 736-2100 extension 33921
- Leave messages in the Math and Stat department: (416) 736-5250
MWF 10:30-11:20 in Vari Hall 3000
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.
- 25% Assignments
- 25% Midterm exam (Wednesday Oct 25)
- 50% Final exam