Math 275: Lecture Schedule

Lecture rules: You will be resposible for the material in the book that was covered in lectures, as well as for the material that is suggested you read from the book on your own.

All the chapter.section numbers refer to the book "Probability: Theory and Applications" by R.Durrett (Duxbury, 2005)

  • Week 1 - Ch 1. Sec 1.1 (Basic Definitions)

  • Week 2 - Ch 1. Sec 1.2-1.3 (Random Vars, Exp Value)

  • Week 3 - Ch 1. Sec 1.4 (Independence)

  • Week 4 - Ch 1. Sec 1.4-1.5 (Independence, WLLN).

  • Week 5 - Ch 1. Sec 1.5-1.6 (WLLN, B-C Lemmas).

  • Week 6 - Ch 1. Sec 1.7-1.8 (SLLN, Random Sums).

  • Week 7 - Ch 1. Sec 1.9 (Large Deviations).

  • Week 8 - Ch 2. Sec 2.2 (Weak Convergence).

  • Week 9 - Ch 2. Sec 2.2-2.3 (Weak Conv, Char. Ftions).

  • Week 10 - Ch 2. Sec 2.3-2.4 (Char. Ftions, CLTs).

  • Week 11 - Ch 2. Sec 2.6 (Poisson conv. and Poisson pr.).

  • Week 12 - Ch 4. Sec 4.1 (Conditional Exp.).

  • Week 13 - Ch 4. Sec 4.2 (Martingales).

  • Week 14 - Ch 4. Sec 4.3 (Martingale Conv Thm).

  • Week 15 - Ch 4. Sec 4.4, 4.7 (Doob's ineq, OST).

  • Aug 24

  • Aug 29-31

  • Sep 5-7

  • Sep 12-14

  • Sep 19-21

  • Sep 26-28

  • Oct 3-5

  • Oct 12

  • Oct 17-19

  • Oct 24-26

  • Oct 31-Nov 2

  • Nov 7-9

  • Nov 14-16

  • Nov 21

  • Nov 28-30