Probability Theory
3
In person
M W 1:00 – 2:20 p.m.
Wachman 527
Wachman 612
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TBA (check Canvas)
"Theory of Probability and Random Processes" by L. B. Koralov and Y. G. Sinai, Springer, 2nd edition, corrected 2nd printing, 2012. It is available at the Temple Library as an e-book.
Homework 20%; first midterm 24%; second midterm 24%; final exam 32%.
You should be comfortable with Advanced Calculus and undergraduate-level Real Analysis. Any previous exposure to undergraduate-level Probability Theory or graduate-level Real Analysis would be helpful, but the course will be self-contained in those regards, i.e., they are not prerequisites.
This course provides a rigorous treatment of probability theory.
The axioms of probability; random variables and their distributions; expectation and variance; conditional probability and independence; Markov chains; random walks; laws of large numbers; weak convergence of measures; characteristic functions; the central limit theorem; additional topics if time permits.
The dates of the two midterms will be announced at least two weeks in advance. The final exam will be during the week officially designated by the University. All exams will be in-class and closed-book.
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Announcements, exam dates, weekly assignments, etc. will be posted on Canvas.
An excused absence for a midterm or the final exam requires notification in advance, followed by valid documentation. Otherwise, the student will receive “0” for any missed exam.
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