Probability Theory

STAT7032, Spring semester, 2016

Instructor: Yizao Wang
Email: yizao.wang@uc.edu
Office: 4302 French Hall
Office Hours: walk-in Fri 2:30-4:30pm, other time by appointment
Class meeting: M W F 12:20pm - 01:25pm, Room 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; weak convergence; characteristic functions; central limit theorems.

Chapters 1-3 from the textbook will be covered.

Pre-req: Advanced Calculus (MATH 6001/6002) or equivalent is strongly recommended. Real analysis (MATH7002) is preferred but not required.

Grades

• Grading: homework 30%, midterm 30%, final 30%, participation 10%.

Tentative Schedule and Homework

Lecture notes updated at blackboard: April 20

• Week 1 (01/10-01/16): Chapters 1.1, 1.2. HW1 (due Jan 20)
• Week 2 (01/17-01/23): MLK no class on Mon Jan 18. Chapters 1.3. HW2 (due Jan 29)
• Week 3 (01/24-01/30): Chapter 1.4.
• Week 4 (01/31-02/06): Chapter 1.5. HW3 (due Feb 10, updated Feb 3)
• Week 5 (02/07-02/13): Chapter 1.6, 1.7. HW4 (due Feb 22)
• Week 6 (02/14-02/20): Chapter 2.1.
• Week 7 (02/21-02/27): Chapter 2.1. Midterm 1, Feb 26, Fri, in class. (Sample Test)
• Week 8 (02/28-03/05): Chapter 2.2. HW5 (due Mar 14)
• Week 9 (03/06-03/12): Chapter 2.3. No class on Wed. Prof. Peligrad speaking on Fri.
• Week 10 (03/13-03/19): Chapter 2.4. HW6 (due Mar 28)
• Week 11 (03/20-03/26): UC spring break, no class.
• Week 12 (03/27-04/02): Chapter 3.2.
• Week 13 (04/03-04/09): Chapter 3.3. Midterm 2, Apr 4, Mon, in class. (Sample Test)
• Week 14 (04/10-04/16): Chapter 3.4. HW7 (due April 18)
• Week 15 (04/17-04/23): Review. (Final Sample)
• Week 16 (04/24-04/30): Final Exam, Apr 26, Tue, noon-2pm, 4206 French Hall.

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