機率論 I (研究生課程, 預備知識是測度論, 而非大學部機率; 大三要修要先跟老師談過)
MATH7509 Term I Fall 2019
(Tue 67 1:20-3:10pm/ Thur 7 2:20-3:10pm)
Description : This course is aiming at GRADUATE students. We will discuss the measure-theoretic probability. Students with disciplines other than math are welcome but BE PREPARED with the following prerequisites.
Students' duty : Problem sets, Midterm, Final.
MATH2213 Introduction to Mathematical analysis I : Analysis (Royden 3rd Ch 1,2,7)
MATH2502 Introduction to Probability Theory
MATH7201 Real analysis I : Measure theory (Royden 3rd Ch 3-6 or Tao 2011 An introduction to measure theory Ch1 or Durrett Sec 1.3-1.7)
TA : Yung-Hsiang Huang, d04221001@ntu.edu.tw
Reference : R. Durrett 5th, Law of large numbers, Central limit theorem, Martingales
2002 Dudley Real analysis and Probability (NTU lib)