# Probability Theory & Stochastic Analysis (450-1-91)

## Instructors

Sandy L Zabell

8474915564

Lunt 227

## Meeting Info

Lunt Hall 105: Mon, Wed, Fri 3:00PM - 3:50PM

## Overview of class

Probability spaces, random variables and expectations, independence, conditional expectations and probabilities, the Kolmogorov existence theorem. The law of large numbers and random series: the weak and strong law of large numbers, convergence of random series, 0-1 laws, the law of the Internet logarithm. Limited distributions and the central limit problem: weak convergence of measures, characteristic functions, the central limit theorem, stable distributions, limit distributions for sums and maxima, infinitely divisible distributions, recurrence.

## Class Materials (Required)

978.110847.3682

Probability: Theory and Examples, 5th edition

Author: Durrett

Publisher: Cambridge

## Class Materials (Suggested)

No suggested materials. See required materials