Probability and Measure Notes

I have uploaded my course notes for part II Probability and Measure. The course is one which occupies an odd place in the tripos, containing a huge amount of important analysis interspersed with probability theory in a way that I found slightly confusing. Anyway, the above notes put things in what is in my personal view a more intuitive order, though I have omitted details of many proofs, and I miss out some of the topics which I feel could maybe be usefully dropped from the course anyway.

I think Probability and Measure is possibly the hardest course in part II (certainly it will be once someone writes a canonical set of notes for Algebraic Geometry), and hope these notes are useful for giving a slightly different flow and a bit more motivation to complement Norris’s very thorough and content-rich but perhaps overly concise notes.

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June 13, 2011 at 4:26 pm

anonymous“Cartheodory” should be “Caratheodory”.

Thanks for the notes!

June 18, 2011 at 9:36 am

Bobak KamaeiNice stuff Tom!

I think you should have left in the example of a non-lebesgue measurable set and the elementary proof of SLLN.

July 9, 2011 at 11:56 am

Zhen LinI didn’t think Probability and Measure was too hard, but I have negative expectations about analysis-y things in general. The hard things for me this year were Algebraic Geometry and Riemann Surfaces!