MATH 275A: Fall 2017

Graduate Probability

lecturer: Marek Biskup, MS 6180
time and place: MWF 10-11 in MS 6201
discussion: R 10-11 in MS 6201
office hours: MWF 1-2

Final exam: set for Saturday, Dec 9, 8-11 AM. Location MS 6201 (our regular classroom).

Here are the notes for the last week of lectures covering stable laws and convergence, and infinite divisibility

Homework assignments:

   HW#1    HW#2    HW#3    HW#4    HW#5    HW#6    HW#7    HW#8

General information: Check out first the course announcement

Synopsis: This is the 1st quarter of the 3-quarter graduate probability sequence. A rough plan what should be covered in this quarter is as follows:

A prerequisite for this course is a good knowledge of undergraduate analysis (up to Riemann integral); prior knowledge of measure theory will not be assumed. Still, if you want to get up to speed before we discuss measure in class, read e.g., Terry Tao's Introduction to Measure Theory or consult my own MATH 245A notes.

Literature & resources:

Principal textbook: R. Durrett Probability: Theory and Examples, Cambrige Univ. Press. (see online version)

Other resources will be distributed as we go on.

Course credit:

Successful completion of all homework assignments and good performance on the final will be sufficient for getting the course credit.


The course will first meet on Oct 2 due to the late arrival of the lecturer (caused by personal reasons). I will make up for the missed first class later in the quarter.