Fall 2011: MAT/STA 235A - Probability Theory

(ARCHIVED)

Course Information

• Instructor: Dan Romik
• Lectures: MWF 2:10-3:00 in Physics 130
• Discussion section: T 2:10-3:00 in Storer 1344
• Office hours: T 10:30-11:30, MSB 2218
• T.A.: Hao Yan (office hours: M 3:10-4:00 at MSB 1226)

Overview

This was the first quarter of a three-quarter graduate probability theory sequence (235A/B/C) taught during the 2011-2012 academic year. The 235A course covered Chapters 1-3 of Durrett's book (4th edition): foundations, laws of large numbers, and central limit theorems.

Textbook

Probability: Theory and Examples (4th Ed.) by Rick Durrett. The instructor also provided self-contained lecture notes.

Prerequisites

Undergraduate classes in probability and real analysis, equivalent to UC Davis Math 125 and Math 135.

Grading

Homework (50%) and a take-home final exam (50%). Nine weekly homework assignments were given; the 2 lowest homework grades were dropped. The take-home exam was given at the last lecture (Friday, December 2, 2011).

Resources

• 235A Lecture notes (PDF)
• Summary of important distributions (PDF)