Ma144A is an introductory course on probability and limit theorems.

The following material will be covered:

• Probability spaces, random variables, distributions and expectations.
• Independent random variables.
• Convergence in probability.
• Weak and strong limit theorems for sums of independent random variables, including the weak and strong laws of large numbers, central limit theorems, and the Kolmogorov three series theorem.

Grading: Grades will be based on homework assignments. There will be no examinations. You may discuss homework problems with other students, but solutions should be written up individually, in your own words.

• Probability: Theory and Examples. Rick Durrett.Third edition. ISBN: 0534424414