Statistics 330b / 600b

Advanced Probability

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 Userís 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.