Statistics 381: Measure-Theoretic Probability 1
Winter 2019

Instructor: Professor Steve Lalley
Office: 323 Jones Hall
Office Hour: Thursday 1:30 - 2:30
Phone: 702-9890
Course Assistant: Changji Xu
Office Hour: TBA

This course is the first of a three-quarter sequence in measure-theoretic probability. It is meant for students with a solid grounding in real analysis. The main topics to be covered (not necessarily in the order listed) will be :

There will be weekly homework, a midterm and a final exam. Detailed lecture notes will be posted as the course progresses.

Recommended Reading:

Web pages from previous years:


The midterm exam will held on Friday, February 8 at the regular class time. You may bring 1 page of notes.

Problem Sets:

Lecture Notes: