## Probability Theory 2020

### Assignments

Assignment 1, due on April 8.
### Literature

Most of the course will follow
Allan Gut, Probability: A Graduate Course, Springer, 2nd edition, 2013.

Additional material will be taken from other sources.
### Lectures

1. Feb 7: Measure spaces and probability spaces. §1.1-3.

2. Feb 14: Random variables. Measurability. §2.1, 2.3

3. Feb 28: Independence. Distributions. Distribution functions. §1.4, 2.2

4. March 5: Expectation.

Lecture 5. Lecture notes.

Lecture 6. Lecture notes.

Lecture 7. Lecture notes.

Lecture 8. Lecture notes.