Lecture notes

• Infinite random sequences.
  Postscript, or PDF.

In addition

• [Si] "Prob. Spaces" : Sect 7 "Convergence".
• [Si] "Distributions" : Sect 8 "Convergence in distribution".
• [Si] "Random samples" : Sect 2 "The sample mean and the law of large numbers";
  Sect 5 "The central limit theorem".
• [BT]: Sect 7 "Limit theorems".