P R O B A B I L I T Y, S p r i n g 2 0 1 2
Lectures: Tuesday and Thursday, 1pm-2.30pm, in Science Center 507.
Lecturer: Paul Bourgade, office hours Wednesday 4.30-6pm, you also can email me (firstname.lastname@example.org)
to set up an appointment or just drop by (Science Center 341).
Course assistant: Constantin Bosinceanu (email@example.com).
Sections: Tuesday 4-5pm. Office Hours: Sunday at 8pm in the Quincy Dining Hall.
Course description: A rigorous introduction to probability theory, including:
discrete and continuous random variables, distribution and density functions
in arbitrary dimension, conditional probability, generating functions; weak and strong
laws of large numbers, the central limit theorem, random walks, discrete martingales.
Prerequisites: the course will build on infinite series,
multivariable calculus, basics about linear algebra, and along the way
we will introduce the required notions about set theory and elementary
Textbooks: Our reference text will be Probability Essentials, by Jacod-Protter.
Homework: Every Tuesday for the next Tuesday.
Grading: problem sets (50%), midterm (15%) and a final project (35%).
A tentative schedule for this course is: