Cornell Math - MATH 671, Fall 2003
MATH 671
Probability Theory I
(Fall 2003)
Instructor: Greg Lawler
This is a first course in the mathematical theory of probability for students who have taken measure theory (MATH 611 or MATH 621 or OR&IE 651). An undergraduate course in probability or statistics will be useful but is not requried. We will cover probability spaces, random variables, independence, laws of large numbers, central limit theorem, conditional expectation, (discrete time) martingales, and an introduction to Brownian motion. The probable text is Durrett, Probability: Theory and Examples.