MATH-GA.2911-001 Probability Theory I

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3 points

Course Description

First semester in an annual sequence of Probability Theory, aimed primarily for Ph.D. students. Topics include laws of large numbers, weak convergence, central limit theorems, conditional expectation, martingales and Markov chains.

Prerequisites

A first course in probability, familiarity with Lebesgue integral, or MATH-GA 2430 Real Variables as mandatory co-requisite.

Recent Offerings

TBA

Sample Exams

TBA

Recommended Texts

• S.R.S. Varadhan, Probability Theory (2001).