Department of Mathematics, Spring 2006

Math 671: Probability Theory I

MWF 11:40-12:55, 206 Malott Hall

 
Instructor: Lea Popovic
email: popovic@math.cornell.edu 
Office Hours: W 11:00-12:00 (or by appointment), 580 Malott Hall

Teaching Assistant: Jessica Zuniga
email: zuniga@math.cornell.edu 
Office Hours: T 4:00-6:00 PM, 218 Malott Hall

Course Outline

This is the first semester if a course in mathematical probability at the measure theoretic level. The course will cover:
  • Measure theoretic formulation of probability theory
  • Borel-Cantelli lemmas, notions of convergence, a.s. convergence techniques
  • Sums of independent random variables, laws of large numbers
  • Convergence in distribution, Central limit theorem for non i.i.d. variables
  • Stable laws, Infinitely divisible distributions
  • Markov chains
    •

Prerequisites

Semester of real analysis with measure theory, such as Math 611; or at least familiriaty with Borel sets and Lebesgue integration.

Text

"Probability: Theory and Applications" by R.Durrett, (Duxbury, 1994.)

Grading

  • Homework 70% - approximately 7 homework sets, once every other week
  • Final 30% - take home   *pick up between Dec1 and Dec 8!
Homework problems are assigned as we cover the material, and are due approximately a week after the last problem in the set has been assigned (exact dates are on the Homeworks site). Hand in your homeworks in class.

Homeworks      Lecture Schedule