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MATH 671
Probability Theory I
(Fall 2003)
Instructor:
Greg Lawler
Meeting
Time & Room
This is a first course in the mathematical theory of probability
for students who have taken measure theory (MATH 611 or MATH 621 or OR&IE
651). An undergraduate course in probability or statistics will be useful
but is not requried. We will cover probability spaces, random variables,
independence, laws of large numbers, central limit theorem, conditional
expectation, (discrete time) martingales, and an introduction to Brownian
motion. The probable text is Durrett, Probability: Theory and Examples.
Last modified:
August 13, 2003
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