Probability Theory

STAT7032, Spring semester, 2015

Instructor: Yizao Wang
Email: yizao.wang@uc.edu
Office: 4302 French Hall
Office Hours: W 1:30-3:15pm, or by appointment.
Class meeting: M W F 12:20pm - 01:25pm, 4206 French Hall (Seminar Room)

Textbook

Probability: Theory and Examples, 4th Edition (Cambridge Series in Statistical and Probabilistic Mathematics) by Rick Durrett.
A PDF version from the website of the author.

Course description

We will cover the following materials: measure-theoretic foundations of probability; laws of large numbers; central limit theorems; weak convergence; characteristic functions.

Chapters 1-3 from the textbook will be covered.

Pre-req: A good knowledge of multivariable calculus and an introduction to analysis is a must. Students are expected to have a strong background in mathematics or theoretical statistics. Advanced Calculus (MATH 6001/6002), Mathematical Statistics (STAT 6021/6022), or equivalent are recommended.

Grades

Tentative Schedule and Homework