MATH 6710 - Probability Theory I

Lionel Levine, fall 2014.

This is the first semester of a year-long introduction to probability at the graduate level. The course assumes a knowledge of measure theory but some of the basic facts will be reviewed at the begining. We will follow Durrett's Probability: Theory and Examples (4th edition), covering these chapters:

• Chapter 2. Laws of Large Numbers
• Chapter 3. Central Limit Theorems
• Chapter 4. Random Walks
• Chapter 5. Martingales