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MATH 6605 3.0MW (Winter 2015)

*Probability Theory - Course outline
*

### Description:

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.
### Prerequisites:

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:

www.math.yorku.ca/~salt/courses/6605w15/6605.html
### Instructor/Contact Information:

Tom Salisbury
### Lectures:

MWF 10:30-11:20 in N814 Ross.
### Office hour:

Wednesdays 11:30-12:30
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.

### Text:

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.
### Grading:

- 25% Assignments
- 25% Midterm exam (Changed to Wednesday March 4)
- 50% Final exam