MATH 83100: Probability Theory I

Instructor: Elena Kosygina (Baruch College and The Graduate Center)

Email: elena_kosygina@baruch.cuny.edu

Textbook: R. Durrett, Probability: Theory and Examples, Duxbury Press, 2nd or 3d edition.

Prerequisites: Real Analysis.

Course description: This is the first part of a two-semester course in probability.
Main topics are: random variables and their expectations, independence, Laws of Large Numbers, Borel-Cantelli
lemmas, characteristic functions, various types of convergence, Central Limit theorems, stopping times, conditional expectations (time permitting), and applications.