| Lec 1 | 07 Jan | Sec. 1 Probability space | History of probability up to Kolmogorov | Sec 1 notes
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| Lec 2 | 12 Jan | Sec. 2 Sierpinski-Dynkin π-λ theorem Sec. 3 Caratheodary's construction of Lebesgue measure | Homework 1 (due 21/Jan) | Sec 2-3 |
| Lec 3 | 19 Jan | Sec 3. [cont'd] Sec. 5 Random variables. Sec. 6 Borel probability measures on Rn | | Sec 4-6 |
| Lec 4 | 21 Jan | Sec. 7 Example of probability measures on the line. Sec. 8 A metric on probabilty measures on Rn | Homework 2 (due 28/Jan) | |
| Lec 5 | 28 Jan | Sec. 9 Compact subsets of P(Rn) | No homework this week! | Sec 7-9 |
| Lec 6 | 2 Feb | Sec. 10 Absolute continuity and singularity | | Sec 10 |
| Lec 7 | 4 Feb | Sec. 11 Expectation Sec. 12 Limit theorems (MCT, Fatou's, DCT) Sec. 13 Lebesgue v/s Riemann | Homework 3 (due 11/Feb) | Sec 11-13 |
| Lec 8 | 09 Feb | Sec. 14 Lebesgue spaces Sec. 15 Inequalities Sec. 16 Change of variables, densities. | Subhamay's solutions to Hwk 2 | Sec 12-16 |
| Lec 9 | 11 Feb | Sec. 16-17 Change of variabes for densities Sec. 18 Mean, variance etc. | Homework 4 (due 18/Feb) | Sec 16-17 |
| Lec 10 | 16 Feb | Sec. 20 Product measures. Sec. 29 Independence | | |
| Lec 11 | 18 Feb | Sec. 29 Independence | | Sec 28-29 |
| Lec 12 | 02 Mar | Sec. 29 [cont'd] Independence Sec. 30 Borel Cantelli, 1st and 2nd moment methods | ClassTest 1 | Some probability estimates |
| Lec 13 | 04 Mar | Sec. 31 Applications of 1st and 2nd moment methods | Homework 5 (due 11th March) | |
| Lec 14 | 09 Mar | Sec. 32 Weak law of large numbers Sec. 33 Applications | | |
| Lec 15 | 11 Mar | Sec. 33 [cont'd] Applications of WLLN Sec. 34 Modes of convergence | Homework 6 (due 18th March) | WLLN and modes of convergence |
| Extra lec 1 | 13 Mar | Characteristic functions Defnition, Examples, Transformations | | Hand-written notes |
| Lec 16 | 18 Mar | Sec. 34 [cont'd] Modes of convergence. Sec. 35 Uniform integrability. | | Modes of convergence |
| Extra lec 2 | 21 Mar | Characteristic functions Inversion formulas and Continuity theorem | | Notes on characterstic functions |
| Lec 17 | 23 Mar | Sec. 36 Strong law of large numbers | | |
| Lec 18 | 30 Mar | Sec. 39 Kolmogorov's zero-one law | Homework 7 (due 1st April) | |
| Lec 19 | 25 Mar | Sec. 40 Hoeffding's inequality Sec. 41 Random series with independent summands. | | SLLN to Hoeffding |
| Lec 20 | 01 Apr | Sec. 41 [cont'd] Random series. Sec. 42 Kolmogorov's maximal inequality. | Problem set (need not submit) | Maximal inequality |
| Lec 21 | 06 Apr | Sec. 43 Central limit theorem | | |
| Lec 22 | 08 Apr | Sec. 44 Lindeberg-Feller CLT | | CLT |
| Lec 23 | 11 Apr | Sec. 44 Poisson convergence of rare events. | ClassTest 2 | |
| Lec 24 | 13 Apr | Sec. 45 A measure on function space | | |
Lec 25 | 15 Apr | Sec. 45 [Cont'd] A measure on function space | | |