MATH 587, Winter 2003, Advanced Probability Theory II
Professor: Vojkan Jaksic
OFFICE: Burnside Hall, Room 1209.
OFFICE HOURS: By appointment.
E-MAIL: [email protected].
ABOUT THE COURSE: We will continue with the book
Measure, Integration and Probabilty by Claude W. Burrill.
We will also make use of Varadhan's lecture notes. Occasionaly,
we will discuss topics outside these sources (and I will try
to provide you with notes).
GRADING: Your grade will be based on a take home final exam.
SUPPLEMENTAL: There will be a supplemental exam, counting 100% of
the supplemental grade. No additional work will be accepted for D, F, or J.
The Lindberg-Feller theorem
The truncation inequalities
The weak law of large numbers
The Central Limit Problem---an overview
Infinitely divisible characteristic functions with finite
The bounded variance Central Limit Theorems
The Central Limit Theorems
Conditional expectation as a projection