Class Times and Locations
- Tuesday and Thursday, 12:50PM-2:05PM in Room 200-030
- Sessions on Friday 4:15-5:30 pm, Sequoia 200
Course Description
The course treats the fundamentals of probability theory with a focus
on proofs and rigorous mathematical theory.
Topics include: measure theory, probability spaces, integration,
almost sure and Lp convergence; indipendence; Borel-Cantelli;
laws of large numbers; weak convergence and central limit theorems.
References
We will mostly follow the first three chapters of these
lecture notes by Amir Dembo.
Additional standard textbooks that can be useful as reference
are:
Prerequisites
An informal exposure to probability (as for instance
provided by STAT 116 or EE 278), and a good knowledge of
basic real analysis (MATH 171 or equivalent) are required.
This quiz is a good way to check
your analysis background.
An introduction to probability theory with less emphasis
on proofs is provided in STAT 219.
What is the figure on the right ?
Seven polyhedral dices.
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