Math 280A is the first course in a three-term sequence devoted to the elements of Probability Theory. In the Fall term we will deal with the measure theoretic foundations of the subject. Once this is accomplished we move on to the main goal of the Fall term: the Strong Law of Large Numbers. On the path to this peak we encounter the important notions of random variable, expectation, and independence.
The Winter term (280B) will be devoted to two topics: (1) Convergence in distribution and the Central Limit Theorem, and (2) Martingales (in discrete time). The Spring term (280C) will focus on Markov processes, including Markov chains and Brownian motion.