Class Timings: Every Mondays 11:00 PM -1:00 PM or by mutual consent.
Syllabus:
• [J06] Chapters 1-5,9,10,11 in A First Look at Rigorous Probability Theory by Jeffrey S. Rosenthal
• [AS08] Chapters 1-5 in Measure and Probability by Siva Athreya and V.S. Sunder.
Computational Optimal Transport by Gabriel Peyré, Marco Cuturi, Chapter 1-3.Requirements: Individual reading and Presentation.
Course Outcome: Student will have understanding of measure theoretic probability.
Evaluation: Weekly Assignments 60%, Final Exam 25%, Presentation 15%
- Teacher: Siva Athreya
Credit Score: 4