Instructor: Mr. Marten
Wegkamp
Time: Tues, Thurs 2:30 - 3:45 pm
Place: 24 Hillhouse Avenue,
Room 107
Description:
Measure theoretic probability, conditioning,
laws of large numbers, convergence in distribution, characteristic functions,
central limit theorems, martingales. Some knowledge of real analysis is
assumed
Textbook: A
User’s Guide to Measure Theoretic Probability,
Cambridge
by David Pollard.
Tentative Schedule:
Chapter 1: week1
Chapter 2: week 1,2,3
Chapter 3: week 4
Chapter 4: week 5,6
Chapter 5: week 7,8
Chapter 6: week 9,10
Chapter 7: week 11,12
Chapter 8: week 13.