Course Instructor
Dr. Soumyarup Sadhukhan
Course Description
The focus of this course is to introduce the measure-theoretic formulation of the probability
theory to the students. I will start from the basic limit notions of set theory and then develop
measure-theoretic tools to define a probability measure, random variables, different kinds of
convergence, and end with central limit theorems. Results from the Real Analysis course will be
a prerequisite for this.