Course

M472 - Advance Probability

Course No: 
M472
Credit: 
4
Prerequisites: 
M206
Approval: 
2014
UG-Elective
PG-Core
Syllabus: 
Probability spaces, Random Variables, Independence, Zero-One Laws, Expectation, Product spaces and Fubini’s theorem, Convergence concepts, Law of large numbers, Kolmogorov three-series theorem, Levy-Cramer Continuity theorem, CLT for i.i.d. components, Infinite Products of probability measures, Kolmogorov’s Consistency theorem, Conditional expectation, Discrete parameter martingales with applications.
Reference Books: 
  1. A. Gut, “Probability: A Graduate Course”, Springer Texts in Statistics, Springer, 2013.
  2. K. L. Chung, “A Course in Probability Theory”, Academic Press, 2001.
  3. S. I. Resnick, “A Probability Path”, Birkh ̈auser, 1999.
  4. P. Billingsley, “Probability and Measure”, Wiley Series in Probability and Statistics, John Wiley & Sons, 2012.
  5. J. Jacod, P. Protter, “Probability Essentials”, Universitext, Springer-Verlag, 2003

Contact us

School of Mathematical Sciences

NISERPO- Bhimpur-PadanpurVia- Jatni, District- Khurda, Odisha, India, PIN- 752050

Tel: +91-674-249-4081

Corporate Site - This is a contributing Drupal Theme
Design by WeebPal.