Course Archives Theoretical Statistics and Mathematics Unit
Course: Advanced Probability
Instructor: Mathew Joseph
Room: right side of audi
Time: Currently offered
Level: Postgraduate
Syllabus
Past Exams


Syllabus: Independence, Kolmogorov Zero-one Law, Kolmogorov Three-series theorem, Strong law of large Numbers. LevyCramer Continuity theorem, CLT for i.i.d. components, Infinite Products of probability measures, Kolmogorovs Consistency theorem, Radon-Nikodym Theorem, Conditional expectations.

Discrete parameter martingales with applications

Suggested Texts :

1. J. Nevue, Mathematical foundations of the calculus of probability, Holden- Day (1965).

2. P. Billingsley, Probability and measure, John Wiley (1995).

3. Y. S. Chow and H. Teicher, Probability theory. Independence, interchangeability, martingales, Springer Texts in Statistics, Springer (Indian reprint 2004).

Evaluation:
Midterm Exam marks
Assignment marks
Final Exam marks
Total 100 marks

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Past Exams
Midterm
07.pdf 13.pdf 15.pdf 17.pdf
Semestral
07.pdf 13.pdf 15.pdf 17.pdf
Supplementary and Back Paper
07.pdf 15.pdf

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