STAT 205B: Probability Theory (Spring 2008)

Instructor Elchanan Mossel

Teaching Assistant Partha Dey

Class time 9:30-11:00 on TuTh at 330 Evans

This is the second half of a year course in mathematical probability at the measure-theoretic level. It is designed for students whose ultimate research will involve rigorous proofs in mathematical probability. It is aimed at Ph.D. students in the Statistics and Mathematics Depts, but is also taken by Ph.D. students in Computer Science, Electrical Engineering, Business and Economics who expect their thesis work to involve probability.

The course will cover

 Much of the material is covered in Chapters 5, 6, 7 in Durrett's book, Probability: Theory and Examples (3rd Edition) which is the required text. Quite a few of the homework problems are from there (note: 3rd edition).

Students who are intrested in more advenced reading are encouraged to consult the comprehensive book by Kallenberg, Foundations of Modern Probability.
For other relevant books, see Aldous list at the old course homepage.



Useful Links


There will be a take-home final exam: assigned Thursday May 8, due Tuesday May 13.

Grading 60% homework, 40% take-home final.

Office Hours

Elchanan Mossel (mossel@stat) Wednesdays 9-11 at 423 Evans

TA Partha Dey (partha@stat) Tue, 1-3pm at 387 Evans

If you email us, please put STAT 205B in subject.