Probability Theory Probability measures and randown variables, pi and lambda systems, expectation, the moment generating function, the characteristic function, laws  of large numbers, limit theorems, conditional contribution and expectation, martingales, infinitely  divisible laws and stable laws. Recommended Books

• Durrett, R., Probability: Theory and Examples, 4th edition, Cambridge University Press, 2010.
• Billingsley, P., Probability and Measure, 3rd Edition, Wiley India, 2008.
• Kallenberg, O., Foundations of Modern Probability, 2nd edition, Springer- Verlag, 2002.
• Walsh, J., Knowing the Odds: An Introduction to Probability, AMS, 2012.

Contact: +91 (80) 2293 2711, +91 (80) 2293 2265 ;     E-mail: chair.math[at]iisc[dot]ac[dot]in
Last updated: 22 Sep 2021