SUNY at Stony Brook MAT 639: Probability I
Spring 2017

General Information

Place and time: TuTh 11:30 AM -- 12:50 PM in Physics P123.

Robert Hough
email: robert.hough AT
Office: Math Tower, 4-118
Office hours: F 9:00am--12:00pm

Course description: This is a first graduate probability course, covering measure spaces, random variables, the weak and strong laws of large numbers, the Central Limit Theorem and Martingales. In the latter part of the course I intend to give an introduction to concentration of measure, including isoperimetric and log-Sobolev inequalities.

Textbook: Rick Durrett. Probability: Theory and Examples, 4th ed. Cambridge University Press, 2010.
Supplementary text: M. Ledoux. The Concentration of Measure Phenomenon, AMS Publishing 2001.
Amir Dembo's lecture notes are free and recommended.

Information for students with disabilities
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