MATH6261 - Topics in Probability Theory - 2022/23

Course Year: 

General Information


  • Professor De-Jun Feng
    • Office: LSB R211
    • Tel: 39437965
    • Email:

Time and Venue

  • Lecture: 9:30am-12:15 noon, LSB, R222

Course Description

This course presents the modern probability theory based on the measure theory. We introduce probability spaces, random variables, different notions of convergence, law of large numbers, central limit theorems, random walks, martingales, and Brownian motion.


  • Rick Durrett, Probability: theory and examples. Cambridge University Press, Fourth edition, 2010.
  • Kai Lai Chung, A course in probability theory. Third edition, 1968
  • David Williams, Probability with Martingales. Cambridge University Press, 1991.
  • Patrick Billingsley, Probability and measure. Second edition. John Wiley & Sons, Inc., New York, 1986.

Lecture Notes

Assessment Scheme

Class performance, exam 100%

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Assessment Policy

Last updated: April 14, 2023 16:03:17