Syllabus

PEOPLE AND PLACES:

TEXTS: B. Simon, Operator Theory: A Comprehensive Course in Analysis, Part 4, AMS (2015)

TOPICS: This course will be an introduction to measure theoretic probability theory. We will discuss independence of random variables, law of large numbers, central limit theorem, random walks, martingales and Brownian motion.

PREREQUISITES: MTH 828 Real Analysis or its equivalent.

COURSE WEBSITE: https://sites.google.com/a/msu.edu/jeffrey-schenker/teaching/925-fs17/

HOMEWORK: There will be several homework assignments. We may take some class meetings to discuss homework problems. You may be called on to present solutions at these meetings.