Course  Code and Name: MAT5401: Measure Theoretic Probability 

(February-April, 2023-24)

                                  Classes: Tue, 11:00-12:45 pm; Thu, 9:30-11am, Tutorial: 1:45-2:45 pm

                                            Teaching Block-2, Room No: 210; Department of Mathematics

                                                                Instructor: Manikandan Rangaswamy

                                                                              Teaching Assistant: Akhil Vijayan R

Prerequisites: Measure Theory

Syllabus:

Probability measures and random variables, pi and lambda systems, expectation, moment generating function, characteristic function, laws of large numbers, limit theorems, conditional contribution and expectation, martingales, infinitely divisible laws and stable laws. 

Textbooks:

1. Durrett R., Probability: Theory and Examples, Cambridge University Press, 4th Edition, 2010. 

References:

1. Billingsley P., Probability and Measure, 3rd Edition, Wiley India, 2008. 

2. Kallenberg O., Foundations of Modern Probability, 2nd Edition, Springer- Verlag,2002. 3. Walsh J., Knowing the Odds: An Introduction to Probability, AMS, 2012.