Math 521/522/523
Probability Theory
Chris Burdzy
Autumn/Winter/Spring 2002-2003, Monday/Wednesday/Friday 11:30-12:20
This is the first part of a three quarter introduction to probability at
the graduate level. The course provides rigorous foundation for
mathematical research in probability theory and statistics. I plan to use
R. Durrett Probability - Theory and Examples as the textbook but I will
supplement it with material from some other text because I want to
present/review some measure theory. This is because I expect to have a
number of graduate students from the Statistics Department, who did not
take the Real Analysis class which includes the Lebesgue theory of
integration. Otherwise I will try to cover most of the material from
Durrett, although I may skip some sections and add some topics.