Syllabus

Measure Theory and Probability, Math 8658, Spring 1999

The intention is to cover

• Ch 13, Characteristic functions
• Ch 14, Convergence in distribution
• Ch 15, Distributional limit theorems for partial sums
• Ch 18, Convergence in distribution on Polish spaces
• Ch 19, The invariance principle and Brownian Motion
• Ch 25, Renewal sequences
• Ch 26, Time-homogeneous Markov sequences
• Ch 28, Stationary sequences
• Other sections of the book can be treated upon request.

Five homeworks will be assigned and will form part of the final grade.

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