Probability and Measure, 3e by Patrick
Billingsley, supplemented with other resources
Topics:
We will go through most of chapters 5 – 7 of Billingsley. Other topics/resources will be determined based on time and the interests of the audience.
Grading:
I expect you to attend the lectures, take notes (much
of the material is not in the text), and read the text book on the topics
we cover from it. This book is very thorough and
well-written, and
will be a valuable resource for the course. There will be student
presentations (worth 30% of the course grade)
and weekly homework assignments (worth 70%). Selected
homework problems will be graded.
Homework Problems:
Doing the homework problems is probably the
single biggest factor in determining how much you get out of the course.
If you are having trouble with the problems, please come ask for help; you will
learn much more (and probably get a rather better grade) if you figure out
all of the homework problems, possibly with help in office hours, than if you
do them alone when you can and skip the ones you can't.
Homework is weekly, due at the beginning of class on Wednesdays.
I strongly suggest starting early so that there is time to
ask for help if you need it.
Problems will be posted below; selected problems will be graded.
You may discuss the homework with other students, however, you must
write up solutions on your own.
Assignments:
Problems are numbered as n.m, with
n being the section number and m the problem number.
When a problem has an up arrow indicating that previous results are needed,
you may use them without proof.