
Math 7360: Probability Theory
 Mathematics 7360
 Fall 2012, TuesdaysThursday
10:30pm11:20am
 Professor: Ambar Sengupta
 Room 324 Lockett, 5781607
 Office
Hours
 Wednesdays 1:30pm3pm, 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.
