MATH 671 — Fall 2000
Probability Theory

The textbook for the course is

R. Durrett, Probability: Theory and Examples.

This book will be followed rather loosely only. The principal topics to be discussed in the course are:

Probability spaces, Sample spaces and random variables, Distribution functions, Expectation, Independence, Borel-Cantelli lemma, Zero-one laws, Convergence of random variables, Characteristic functions and inversion theorem, Laws of large numbers and central limit theorem. If time perits we shall start on Markov chains.

Last modified: April 7, 2003