DEPARTMENT OF MATHEMATICS
MAL 509 (Probability Theory) 4 Credits (
Probability as a set function, Borel-field and extension of probability measure. Random variables as Borel measurable functions. Distribution function. Multi-dimensional random variables. Conditional probability and statistical independence. Moments, correlation and regression. Characteristic function, uniqueness and inversion theorems. Convergence of sequence of random variables and various modes of convergence. Laws of large numbers. Central limit theorem, Liapunovís and Lindeberg-Fellerís theorem, Law of iterated logarithms.
Note: It seems, some students found that the answers provided for few problems in the following tutorial sheets are not correct. Please let me know these errors by email.
Tutorial Sheet 1
See Course Website: http://web.iitd.ac.in/~dharmar/mal509/main.html for further details.