Week: Week 1 (September 10-11) | Advanced probability and applications

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Yanina Shkel

Cemre Çadir

Activity since Sunday, 15 March 2026, 11:55 PM

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Section outline

Wed (lecture): Sigma-fields and random variables (chapter 1); probability measures (section 2.1)
Thu (lecture): Probability measures and distributions (section 2.1-2.5)
Corresponding Videos
Course introduction and notation;
sigma-fields; sub-sigma-fields; sigma-field generated by a collection of random variables;
probability measures ; distribution of a random variable;
- Select activity Problem Set 1
  
  Problem Set 1 File
- Select activity Solution Set 1
  
  Solution Set 1 File
  
  Solution sets will be available a week after problem sets are published. It is important to try doing the problems without first looking at the solution sets!
- Select activity Problem Set 2
  
  Problem Set 2 File
- Select activity Solution Set 2
  
  Solution Set 2 File

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