Fall 2025
Konstantin Matveev
Subtitle:
Introduction to Probability using Measure Theory
Course Description:
We will study Probability by taking a journey from Combinatorics to Measure Theory and back. The topics will include probability spaces and random variables from the measure theoretic framework, laws of large numbers and the Central limit theorem, zero-one laws, martingales, Markov chains and Brownian motion. Time permitting, we will touch on examples from modern research areas, such as statistical physics and random matrix theory.
Text:
Probability with martingales by David Williams
Prerequisites:
Real Analysis (640:501 or equivalent) and an undergraduate probability course at the level of Ross’s text
Schedule of Sections:
Previous Semesters:
- Fall 2025 - Matveev, Konstantin
- Fall 2023 - Matveev, Konstantin
- Spring 2023 - Weston, Kimberly
- Fall 2020 Prof. Weston
- Spring 2018 Prof. Larsen
- Spring 2017 Prof. Kontorovich
- Spring 2015 Prof. Ocone