MATH 6710: Probability Theory I (fall 2008)

Instructor: Richard Durrett

This is the first semester of a year-long introduction to probability theory. The course assumes a knowledge of measure theory but some of the basic facts will be reviewed at the begining. The course will follow my book Probability: Theory and Examples, and cover the nonstarred sections of the following chapters:

Chapter 1. Laws of Large Numbers
Chapter 2. Central Limit Theorems
Chapter 3. Random Walks
Chapter 4. Martingales