Cornell Math - MATH 671, Fall 2006

MATH 671: Probability Theory I (Fall 2006)

Instructor: Lea Popovic

Meeting Time & Room

This is the first half of a year course in mathematical probability at the measure-theoretic level. The course will cover:

• Measure-theoretic formulation of probability theory
• Classical theory of sums of independent random variables: laws of large numbers
• Technical topics relating to proofs of above: notions of convergence, a.s. convergence techniques
• Conditional distributions, conditional expectation
• Discrete time martingales
• Markov chains