Instructor: Professor Steve Lalley
Office: 323 Jones Hall
Office Hour: Thursday 1:00 - 2:00
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.
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.
(More to come later)