Measure Theory and Probability Theory
STAT 614, FALL 2011
-
CLASS ROOMS + HOURS:
TR 2:20pm - 3:35pm, BLOCKER 161
-
INSTRUCTOR: S.N. Lahiri,
525J Blocker; 979-862-7582;
snlahiri(at)stat.tamu.edu
-
OFFICE HOURS:
TR 3:45-4:45 pm and by appointments.
-
TEXT BOOKS:
The text for this course is
-
Measure Theory and probability Theory
by
K.B. Athreya and S.N. Lahiri, Springer. 2006.
However, material will be drawn on also from other standard probability
texts, including
-
Introduction to Probability Theory and its
applications, Vol II, by
W. Feller. Wiley.(1971)
-
Probability and Measure
by P. Billigsley, Wiley. (1995)
-
COURSE DESCRIPTION:
This course will cover the following topics:
-
Measurable transformations and measures,
- Lebesgue integration
-
Basic convergence concepts and theorems
- Absolute continuity and Radon-Nikodym derivatives
- Product spaces and Fubini’s theorem
- Kolmogorov consistency theorem
- Independence, SLLNs
- Weak convergence, Characteristic functions
- Central Limit theorems
- Conditional expectation.
-
COURSE GRADE:
The grade for this course will be determined based on your performance
on homework assignments (10%), the midterm exam (40%), and the final
exam (50%).
DATES for handing out/posting
HWs, the Midterm exam and
the Final exam
snlahiri@stat.tamu.edu
Sept. 1, 2011.