**[FALL 2020]**

**Prerequisites**

The 'standard' analysis courses taught in the mathematics BSc are the only true prerequisites for this course. Measure theory and Lebesgue integration theory is built up 'from scratch' in the first five weeks of this course. However, the course is quite tough for those students who have not done any measure- and integration theory previously. In that case it may help to consult René Schilling's Measures, Integrals and Martingales, or Jeffrey Rosenthal's A First Look at Rigorous Probability Theory for some extra material on this topic.

**Aim of the course**

- Discuss the measure- and Lebesgue integration theory that is relevant in probability theory.
- Introduce some vital concepts in probability theory, such as conditional expectations, the Radon-Nikodym theorem, martingale convergence theorems, characteristic functions and why they are characteristic, the Brownian motion.
- Provide rigorous proofs for two central convergence theorems in probability: the Strong Law of Large Numbers and the Central Limit Theorem.

**Lecturer**

Sonja Cox (s.g.cox@uva.nl)

**Teaching Assistant**

First part (upto and including October 30th): Mike Derksen (mjm.derksen@hotmail.com)

Second part (November 6th and onwards): Madelon de Kemp (m.a.dekemp@uva.nl)

- Docent: Sonja Cox
- Docent: Sven Karbach
- Docent: Esmée Theewis