Math 7360: Probability Theory
- Mathematics 7360
- Fall 2012, Tuesdays-Thursday
- Professor: Ambar Sengupta
- Room 324 Lockett, 578-1607
- 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.