Measure and Probability

Summer 2021


Web page: http://www.math.toronto.edu/ilia/Teaching/Reading.2021/.

Class Meetings:

May 5:
Introductory meeting.
Reading: Chapter 1
Problems: 2, 4, 6, 10, 12, 14, 15, 19, 21, 24, 28, 33, 38, 41, 42.
May 19:
Reading: Chapters 2 and 3.
Supplementary reading: Capinsky-Kopp, Chapters 2 and 3; Billingsley, Chapters 2-5. As always, Capinsky-Kopp will be slightly more accessible, Biullingsley is significantly more advanced.
Problems 2, 3, 4, 6, 8, 10, 13, 19, 21a, 25 from Chapter 2.
Problems 1, 4, 6, 9, 12, 14, 18, 20, 22, 25 from Chapter 3.
May 31:
Reading: Chapters 4 and 5, up to section 5.6.
Supplementary reading: Capinsky-Kopp, Chapter 4; Billingsley, Chapters 4, 15, 16, 17.
Problems 2, 3, 5, 10, 11, 13, 16, 22, 24, 26 from Chapter 4.
Problems 1, 2, 4, 6, 7, 15, 28, 30, 33, 34 from Chapter 5.
June 16:
Reading: Chapter 5.
Supplementary reading: Capinsky-Kopp, Chapters 4, 5.1, 5.4, 6; Billingsley, Chapters 15, 16, 17, 18.
Finish the problems from Chapters 4 and 5 from the last assignment.
Problems 9, 11, 14, 19, 21, 26, 36, 37 from Chapter 5.
June 30:
Reading: Chapters 6, 7.
Supplementary reading: Capinsky-Kopp, Chapters 4, 5.1, 5.4, 6; Billingsley, Chapters 15, 16, 17, 18.
Problems 1, 4, 7, 9, 11, 14, 17, 19, 25, 30 from Chapter 6.
Problems 1, 3, 6, 8, 11, 14, 28, 33, 38, 40 from Chapter 7.
July 14:
Reading: Chapter 7. Start Chapter 8.
Supplementary reading: Capinsky-Kopp, Chapter 8; Billingsley, Chapters 21, 22.
Problems 1, 3, 6, 8, 11, 14, 28, 33, 38, 40 from Chapter 7.
July 28:
Reading: Chapters 8 and 9 (up to 9.7).
Supplementary reading: Capinsky-Kopp, Chapter 8; Billingsley, Chapters 25, 26, 27.
Problems 2, 4, 6, 9, 11, 31 from Chapter 8. Problems 5, 7, 11, 23, 30 from Chapter 9.

Instructor: Ilia Binder (ilia@math.toronto.edu).

Textbook: Resnick, Sidney I., A Probability Path

Other recommended books:

  1. Capinski, Marek, and Kopp, Peter E., Measure, Integral and Probability
  2. Patrick Billingsley, Probability and Measure

Notes from the first meeting.

Notes about Chapter 1 problems.

Notes about Chapter 2 problems.

Notes about Chapter 3 problems.

Notes about Chapter 4 problems.

Notes about Chapter 5 problems.

Notes about Chapter 6 problems.

Notes about Chapter 7 problems.