Math 280 Home Page (Driver, F2013-S2014)


280 Lecture Notes
Course Outline

Math 280 -- Probability Theory (Fall 2013 - Spring 2014) Course Information


  • Final version of the lecture notes have been posted on Thursday, June 5, 2014.
  • Assignment 7 is due Friday May 30,  2014. is now due Monday, June 2, 2014.

Instructor:        Bruce Driver, APM 5260, 534-2648
Office Hours:   
MWF: 10 -11.

Course TA :    Jeremy Semko
APM 6432, 534-9068  (
Office Hours:  
Tuesday and Thursday from 11-12.

Meeting times: MWF 11:00 -- 11:50 AM in APM 7421  -- New Location.

Lecture Notes :   I will be following these notes throughout the year.

Recommended Textbook:  Resnick, S. A Probability Path, Birkhauser, 1999.

 There will be weekly homework assignments due at the start of class on Wenesdays.  No late homeworks will be accepted.

You should also routinely login to your TED ( account for more course information.

Description: Math 280ABC is the fundamental graduate probability sequence. It covers measure theoretic probability essential for the pursuit of research in probability or in fields in which probability is used in applications. Topics to be covered include:

  1. Measure and integration from a probabilistic perspective.

  2. Basic probabilistic notions of random variables, expectation, independence.

  3. Limit theorems: laws of large numbers, convergence in distribution, central limit theorems.

  4. Martingale theory: conditional expectation, convergence theorems, optional stopping.

  5. Stochastic processes: a selection from random walk, Markov chains, Brownian motion, Markov processes, statistical mechanics, stable processes, stochastic integration.

Topics 1, 2, and parts of 3 will be covered in Math 280A. The remainder of topic 3, and topics 4 and 5 will be covered in the subsequent two quarters of Math 280B, C. The text below will be supplemented with class lecture notes.

Reserved Books: The following books have been put on reserve at the Science and Engineering Library.

1. Author Resnick, Sidney I
Title A probability path / Sidney I. Resnick
Published Boston : Birkhäuser, c1999

2. Author Billingsley, Patrick
Title Probability and measure / Patrick Billingsley
Published New York : Wiley, c1986
Edition 2nd ed

3. Author Durrett, Richard, 1951-
Title Probability : theory and examples / Richard Durrett
Published Belmont, CA : Thomson, Brooks/Cole, c2005
Edition 3rd ed


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Last modified on Thursday, 26 September 2013 06:36 PM.