Description

Probability is one of the one of the oldest and fastest developing areas of mathematics today, and it is constantly finding new connections to other branches, which include, but not limited to, the statistical, medical, engineering, and social sciences. The purpose of this course in probability is to offer an opportunity to interested graduate students across all disciplines to acquire a solid theoretical background at the graduate level. Although many basic concepts have been used on a daily basis, a systematic study of the probability theory is essential to ensure that the increasingly demanding challenges possed by various theoretical and applied areas are met. This course will provide the students with a comprehensive presentation of the most fundamental theorems of analytic probability theory.

Prerequisites

Undergraduate probability and real analysis or authorisation by the instructor.

References

• Probability theory, 2nd ed., by Chow and Teicher
• Probability: a graduate course, by Allan Gut.
• Probability by Leo Brieman
• A first look at rigorous probability theory by Rosenthal.