Ma104a Probability
An introduction to measure-theoretic probability
I taught this course in Winter 2022 and Winter 2024. The material here corresponds to the 2024 iteration of the course.
Syllabus: contains description of course’s scope, methodology, guiding principles, learning outcomes, references, coursework, grading, collaboration policy and academic integrity.
Slides used in lectures:
- Random variables
- Moments and the law of large numbers
- The central limit theorem
- Conditional probabilities and expectation
- Markov chains
Blog post:
Scripts:
Weekly problem sets used for collaborative problem-solving sessions and homework assignments:
- Workshop 1: Events
- Workshop 2: Independence
- Workshop 3: Integration
- Workshop 4: Moments and the law of large numbers
- Workshop 5: Central limit theorem
- Workshop 6: Conditional probability
- Workshop 7: Martingales
- Workshop 8: Martingale convergence
- Workshop 9: Markov chains, martingales and potential theory