Instructor: Witold Bednorz

Faculty Contacts: Alex Koldobsky and Mark Rudelson

Description: The laws of large numbers of classical probability theory state that sums of independent random variables are, under very mild condition close to their expectation with a large probability. Such sums are the most basic examples of random variables concentrated around their mean. More recent results reveal that a behaviour is shared by a large class of general functions of independent random variables. The purpose of this course is to give an introduction to the probability theory: random variables, sums of independent random variables, empirical processes; with a special interest in the concentration property as the main tool.

Required prerequisite: Math 8420 - Theory of functions of real variables I

Suggested prerequisite: Make arrangements to meet in person with the instructor prior to signing up for the course. Discuss your individual background with the instructor.