18.175 | Spring 2014 | Graduate

# Theory of Probability

## Assignments

The problem numbers reference specific problems in Durrett, Rick. Probability: Theory and Examples. 4th ed. Cambridge University Press, 2010. ISBN: 9780521765398. [Preview with Google Books]
Each assignment encourages you to write a few sentences of notes about your readings. (Hand them in, but they won’t be graded. This is just to give you an excuse to take some notes.)

1 Chapter 1, plus the proof of the Carathéeodory extension theorem (or another text covering the same material). 1.1.3; 1.1.4; 1.2.3; 1.2.5; 1.3.7; 1.4.1; 1.5.9; 1.7.1
2 Chapters 2, A.2, and A.3 2.1.6; 2.2.2; 2.2.7; 2.3.9; 2.3.12; 2.3.19; 2.4.4; 2.5.10; 2.6.2; 2.6.5
3 Chapters 3.1, 3.2, 3.3, 3.4, and A.4 3.2.1; 3.2.5; 3.2.6; 3.2.15; 3.3.5; 3.3.7; 3.3.16; 3.3.17; 3.4.2; 3.4.3
4 Chapters 3.5, 3.6, 3.7, 3.8, 3.9, 4.1 and A.5 Problem Set 4 (PDF)
5 Chapter 4 Problem Set 5 (PDF)
6 Chapter 5 5.1.5; 5.1.9; 5.1.14; 5.3.4; 5.3.8; 5.3.13; 5.4.3; 5.4.5; 5.5.6; 5.7.1; 5.7.3; 5.7.7
7 Chapter 6 6.2.9; 6.3.1; 6.3.2; 6.3.6; 6.3.12; 6.4.1; 6.4.6; 6.4.9; 6.5.8; 6.5.10; 6.8.3
8 Chapters 7 and 8 Problem Set 8 (PDF)

Spring 2014
Problem Sets
Lecture Notes