P R O B A B I L I T Y,    F a l l    2 0 2 2

Lectures: Tuesday, 11:00am-12:50pm, in Warren Weaver Hall 1302.

Lecturer: Paul Bourgade, office hours Thursday 10.00am-12.00, you also can email me (bourgade@cims.nyu.edu) to set up an appointment or just drop by (WWH 629).

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, strong analysis level.

Textbooks: Our reference text will be Probability Theory, by S.R.S. Varadhan.

Homework: Every Tuesday for the next Tuesday.

Grading: problem sets (50%) and final (50%).

A tentative schedule for this course is:

Problem sets.