This is a course in measure theoretic probability. I will assume that students have seen meaasure theory and some probability. Students with good analysis backgrounds who have had no probability can probably survive with a little extra reading. Here are some notes on probability (for students who know measure theory). The first five sections outline the prerequisite material for this course. The main topics of the course are martingales, random walk, and Brownian motion.
Problem set 2 (due 9/8): p. 225, 1.7; p. 226, 1.11;
p. 234, 2.4; p.235, 2.9 (in part iii of this problem,
do we need to allow c=-infinity as a possible value?
How about if P(Y_j = 0) > 0?);
ISP
, 5.5, 5.10
Suppose X_1,X_2,.. are iid random variables with finite
mean m. Let S_n = X_1 + ... + X_n. What is
E(X_1 | S_n)?
Problem set 3 (due 9/15): p. 235, 2.11; p. 237, 3.1, 3.4; p. 248, 4.5; EP3-1, EP3-2
Problem set 4 (due 9/22): EP4-1, EP4-2 ; p. 260, 5.2; p. 262, 5.8.
Problem set 5 (due 9/29) p. 272 -- 273, 7.3 (ii) (Part (i) was done in class; you may assume this); 7.4, 7.5, 7.6, ; ISP , 5.14 (The fact from exercise 5.13 was done in class and you may assume this)
Problem set 6 (due 10/6)
ISP
2.6, 2.7, 2.9,;
EP6-1 .
Last modified: 3 December 2004
Problem set 7 (due 10/20)
p. 170, 9.8;
EP7-1, EP 7-2, EP 7-3 (Note: EP7-1 has been corrected.)
Problem set 8 (due 10/27) p. 179, 1.12; p. 180, 1.15;
EP8-1,8-2
Problem set 9 (due 11/03) p. 160, 8.2, 8.3;
EP9-1;
ISP 8.1,8.6
Problem set 11 (due 11/17),
p. 393, 4.2; p.397, 5.1; p. 398, 5.2
EP11-1, EP11-2
Problem set 12 (due 12/1),
p. 399, 5.6, 5.7;
ISP 8.9, 8.10 (Note: in 8.10, there is a misprint --- the 4/5
should be 3/5.)
EXCEPT FOR THE FINAL PROBLEM SET,
students may discuss homeworks with each other (and others)
but should write solutions themselves. The final problem
set should be done without consulting others (but any books
or other written material may be consulted).