MATH 587, Winter 2003, Advanced Probability Theory II

Professor: Vojkan Jaksic

  • OFFICE: Burnside Hall, Room 1209.
  • PHONE: (514)-398-3827.
  • 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.
  • ASSIGNMENTS: assignment1.ps , assignment2.ps
  • NOTES:
  • 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 variance
  • The bounded variance Central Limit Theorems
  • The Central Limit Theorems
  • Conditional expectation as a projection