MA 361: Probability Theory

Credits: 3:0


Probability measures and randown variables, pi and lambda systems, expectation, the moment generating function, the characteristic function, laws  of large numbers, limit theorems, conditional contribution and expectation, martingales, infinitely  divisible laws and stable laws.


Suggested books :

  1. Durrett, R., Probability: Theory and Examples (4th Ed.) ,Cambridge University Press, 2010.
  2. Billingsley, P., Probability and Measure (3rd Ed.) ,Wiley India, 2008.
  3. Kallenberg, O., Foundations of Modern Probability (2nd Ed.) ,Springer-Verlag, 2002.
  4. Walsh, J., Knowing the Odds: An Introduction to Probability ,AMS, 2012.

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Contact: +91 (80) 2293 2711, +91 (80) 2293 2625
E-mail: chairman.math[at]iisc[dot]ac[dot]in