Probability Theory 1 Lecture Notes

These lecture notes were written for MATH 6710 at Cornell University in the Fall semester of 2013. They were revised in the Fall of 2015 and the schedule on the following page re ects that semester. These notes are for personal educational use only and are not to be published or redistributed. Almost all of the material, much of the structure, and some of the language comes directly from the course text, Probability: Theory and Examples by Rick Durrett. Gerald Folland's Real Analysis: Modern Techniques and Their Applications is the source of most of the auxiliary measure theory details. There are likely typos and mistakes in these notes. All such errors are the author's fault and corrections are greatly appreciated.