Probability Theory Bootcamp

About this seminar

An intensive two-month bootcamp covering measure-theoretic probability, with weekly problem sets.

Topics covered

• Measure and integration
• Laws of large numbers
• Central limit theorems
• Martingales
• Markov chains

Books & materials

• Probability: Theory and Examples — Rick Durrett

How it was run

Two sessions per week: Monday for theory, Thursday for a problem-solving session on the weekly set. Problems were solved in pairs and peer-reviewed.