Math 7360: Probability Theory

Mathematics 7360

Fall 2012, Tuesdays-Thursday 10:30pm-11:20am

Professor: Ambar Sengupta

Room 324 Lockett, 578-1607

Office Hours

Wednesdays 1:30pm-3pm, and by appointment.

Text

There is no specific text, but you are encouraged to explore the books by Billingsley, Durrett, Itô, and online notes by Driver.

Course Description

Introduction to the fundamental concepts, techniques, and results in probability theory. Topics include: (i) measure and integration tools, (ii) probability measures and expected values, (iii) independence, (iv) conditional expectation, (v) convergence concepts and results, (vi) laws of large numbers, (vii) central limit theorems, (viii) introduction to stochastic processes.

Performance Evaluation

Assignments/Quizzes 50%, Tests 25%, and Final Examination 25%. Grading scale will be indicated on Moodle.