STAT 6371 – PROBABILITY THEORY
Fall 2005
An Introduction to Measure Theoretic Probability
COURSE OUTLINE
1. Measure (2, 10-14)
a. General Measures
b. Probability Measures
2. Integration (15-17)
3. Radon Nikodym Theorem (32)
4. Fubini’s Theorem (18)
5. Random Variables and Expected Values (20-21)
6. Conditional Probability and Expectations (33-34)
7. Characteristic Function (26)
8. Convergence Results (25-27)
TEXT
Probability and Measure, 3rd Edition – Billingsley (1995), John Wiley and Sons.
REFERENCE MATERIAL
Probability and Measure Theory, 2nd Edition, Ash and Doléans-Dade, Academic Press
A Course in Probability Theory – Chung, Academic Press
Real Analysis – Royden, Macmillan
COURSE GRADE WILL BE BASED ON:
Homework
1-2 Midterm Exams
Final Exam
URL: http://faculty.smu.edu/waynew