In Fall 2022, I am offering a graduate-level course on Probability Theory and its applications. This course will tentatively cover the following topics.

A. Probability Measures

Measure Spaces, Sigma-Algebras, Probability measures

Problem-solving will be our primary vehicle for learning the material. We will have bi-weekly problem sets, a mid-term and a final exam. The final grade will be a weighted average of these three components as detailed below: