MATH 6710: Probability Theory I (Fall 2011)

Instructor: Ben Steinhurst

Course Web Site: www.math.cornell.edu/~steinhurst/math6710f11/

This is the first semester of a year-long introduction to probability theory. This semester will focus on basic definitions and results such as the strong law of large numbers, central limit theorem and weak convergence, and discrete time martingales. If time permits we may explore other topics such as random walks and continuous time processes or martingales. A recent knowledge of measure theory will be assumed, but we will briefly review the necessary facts at the beginning of the course.