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Room and Schedule: Room 8405, Monday, 2 p.m. - 4 p.m. Text: Probability: Theory and Examples, 4th Edition, by Rick Durrett (available on his web site). Prerequisite: A course in measure theory. Course Description: This is the first half of a two-semester course in probability. Some of the topics are the same as those that would be covered in a first undergraduate course in probability, but are approached here from a measure-theoretic point of view. The purpose of the course is to introduce to you the basic tools and concepts from probability theory and to give you a sense of their potential for applications. The main topics we will cover are foundations of probability theory, limit theorems, random walks, martingales and, if time permits, Markov chains or Brownian motion (in short, we will cover most of the topics from the first 3 chapters of the textbook and some selected topics from the others). Evaluation: There will be homework assignments due every now and then, including a more substantial final homework set, and a midterm. A .pdf file of the Syllabus is here Lecture notes (last updated on 12-9; complete set of notes) are posted here Homework Assignments are posted here
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