MATH 587 -- Advanced Probability Theory I

Fall 2020 -- Course syllabus

Course Outline  

PDF version.


Louigi Addario-Berry
| | Tel: (514) 398-3831 (office) | 1219 Burnside Hall | Office Hours: Tuesday and Thursday, 14:30-15:15 or by appointment

Time and Location  

TTh 1:05-2:25 | Burnside Hall 1205 |

Course book  

Rick Durrett, Probability, Theory and Examples, 5th edition.

Supplemental materials  

Written material (not by me):
Patrick Billingsley, Probability and Measure. (Ridiculously expensive.)
James Norris, Lecture notes on probability.
Franco Vivaldi, Mathematical writing for undergraduate students.

Claudio Landim, Lectures on measure theory
Hao Wu, Martingales and Markov Processes.
Fematika, Measure theory lectures made by a high-school student from Ohio named Lucas.

Written material (by me):
Supplemental notes will be posted for some topics. I usually start the term optimistic that I will post lots of my own notes, and don't find as much time as I hope for writing notes. But I'll do my best.

  1. My course notes.
  2. My handwritten lecture notes (large files).
  3. Random walks and branching processes; a story to motivate the development of the theory.


Will be posted here.

Solution template (LaTeX).
Assignment 1 (tex file; solutions)
Assignment 2(tex file; solutions)
Assignment 3 (tex file; solutions)

Lecture Schedule/summary  

Additional Information  

Language policy
Student assessment in this class, like in all McGill classes, is governed by McGill's student assessment policy. In accord with McGill University's Charter of Students' Rights, students in this course have the right to submit in English or in French any written work that is to be graded.

Conformément à la Charte des droits de l'étudiant de l'Université McGill, chaque étudiant a le droit de soumettre en français ou en anglais tout travail écrit devant être noté (sauf dans le cas des cours dont l'un des objets est la maîtrise d'une langue).

Academic Integrity
McGill University values academic integrity. Therefore, all students must understand the meaning and consequences of cheating, plagiarism and other academic offences under the Code of Student Conduct and Disciplinary Procedures (see for more information).

L'université McGill attache une haute importance à l'honnêteté académique. Il incombe par conséquent à tous les étudiants de comprendre ce que l'on entend par tricherie, plagiat et autres infractions académiques, ainsi que les conséquences que peuvent avoir de telles actions, selon le Code de conduite de l'étudiant et des procédures disciplinaires (pour de plus amples renseignements, veuillez consulter le site