Course Archives Theoretical Statistics and Mathematics Unit
Course: Advanced Probability
Time: Currently not offered
Level: Postgraduate
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).

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

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