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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.
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.