Statistics 383: Measure-Theoretic Probability 2
Spring 2018

Instructor: Professor Steve Lalley
Office: 323 Jones Hall
Office Hour: Thursday 1:00 - 2:00
Phone: 702-9890
E-mail: lalley@galton.uchicago.edu

This course is the second of a three-quarter sequence in measure-theoretic probability. It is meant for students with a solid grounding in real analysis, including measure and integration, at the level of Stat 381 or Math 312. The main topics to be covered will probably be :

There will be weekly homework and a final exam.


Recommended Reading:

I will post detailed lecture notes covering all the material that will be discussed during the course, and more. Thus, in principle, you should have no need to buy a textbook. However, if you wish to see standard textbook presentations, you can consult the following books.


Lecture Notes:

(More to come later)


Problem Sets:


Selected Problem Solutions: