Math 6534: Topics in Mathematical Probability

Instructor: Sean O'Rourke
Office: Math 325
Office Hours: MW: 11:00 am - 12:30 pm, and by appointment.
E-mail: -
Lectures: MWF: 10:00 am - 10:50 am in ECCR 131


We will be using Probability: Theory and Examples, 4th Ed., by Rick Durrett. The textbook may be downloaded from the author's website.

Course Description

This course is intended as an introduction to modern probability theory. We will cover the foundations of measure theory, independence and conditioning, limit theorems for independent sums, large deviation estimates, Markov chains, and martingales.


The final grade will be based on weekly homework assigments as well as a take-home midterm and final.


Download the midterm. The midterm is due at the beginning of class on 10/22.

Download the final exam. The final exam is due by 1:00 pm on 12/16.

Homework Assignments

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