36-752 -- Advanced Probability Overview

Spring 2018


Alessandro Rinaldo (email: arinaldo at cmu dot edu). Office Hour: Wed, 10:30am, BH229I.


Jisu Kim (email: jisuk1 at andrew dot cmu dot edu). Office Hour: Wed, 9:30am, BH132Q.

Course Description and Objectives:

This is a one-semester course covering essential topics in probability underpinning theoretical statistics. One of the main goals of this course is to provide you with adequate theoretical background and mathematical tools to access the literature in mathematical statistics. The course is comprised of three modules: (1) basic measure theoretic concepts in probability; (2) modes of stochastic convergence and their applications in statistics and (3) concentration of measure and concentration inequalities.
Please note that the structure and content of the course will be different than the in past years. In particular, this is no longer a class (just) in measure theory and probability.


Course work, class logistics and grading criteria are detailed in the syllabus.


Tuesday and Thursday, noon - 1:20am, DH 2122.


Lecture schedule, scribe notes and homework assignments available here.


References and reading material available here. (The list will be regularly updated and expanded as the class progresses).