Fall 2013: MAT/STA 235A - Probability Theory
(ARCHIVED)
Course Information
- Instructor: Dan Romik
- Lectures: Tuesdays and Thursdays 1:40-3:00 in Storer Hall 1344
- Office hours: Fridays 10-11, MSB 2218
- T.A.: Hao Yan
- T.A. office hours: Mondays 9-10 at MSB 1226
- Discussion section: Mondays 3:10-4:00 in MSB 3106
Course Description
A rigorous mathematical treatment of modern probability theory, including some of the measure-theory foundations and selected advanced topics. Main topics covered: foundations, the law of large numbers, the central limit theory and special distributions.
Textbook
The course was based on the instructor's lecture notes, which were in turn partly based on Chapters 1-3 of Probability: Theory and Examples (4th Ed.) by Rick Durrett.
Prerequisites
Undergraduate classes in probability and real analysis, equivalent to UC Davis Math 125B and Math 135A.
Grading
Homework (50%) and a final exam (50%). Nine weekly homework assignments were given; the 2 lowest homework grades were dropped.