## MATH 587, Winter 2003, Advanced Probability Theory II

## Professor: Vojkan Jaksic

**OFFICE**: Burnside Hall, Room 1209.

**PHONE**: (514)-398-3827.

**OFFICE HOURS**: By appointment.

**E-MAIL**: jaksic@math.mcgill.ca.

**ABOUT THE COURSE**: We will continue with the book
Measure, Integration and Probabilty by Claude W. Burrill.
We will also make use of Varadhan's lecture notes. Occasionaly,
we will discuss topics outside these sources (and I will try
to provide you with notes).

**GRADING**: Your grade will be based on a take home final exam.

**SUPPLEMENTAL**: There will be a supplemental exam, counting 100% of
the supplemental grade. No additional work will be accepted for D, F, or J.

**ASSIGNMENTS:**
assignment1.ps ,
assignment2.ps

**NOTES:**

The Lindberg-Feller theorem

The truncation inequalities

The weak law of large numbers

The Central Limit Problem---an overview

Infinitely divisible characteristic functions with finite
variance

The bounded variance Central Limit Theorems

The Central Limit Theorems

Conditional expectation as a projection