MATH 669 -- PROBABILITY THEORY

Instructor: KARIN REINHOLD
T-TH 11:15--12:35, ES 142
Office hrs: T-TH 10:00-11:00. Office: ES 319A/128A. phone: 2--4641
Prerequisite: Mat 510A.

TEXTS:

Course description:
This course will cover the basics of probability theory: probability spaces, random variables and independence. The Borel--Cantelli Theorem, the Law of Large Numbers, notions of convergence, characteristic functions and the Central Limit Theorem.

The grade in the course will be based in three in--class exams worth 100 each a final exam worth 200, and assignments. To pass the course you need to obtain an average of 50\% in the semester exams and above 99 in the final exam.

It is your responsibility to be aware of the dates of the exams and the content and due date of assignments. If you miss a class, it is your responsibility to be aware of the topics discussed during that class, the assigned homework and the and the possibly given assignment.

There is no reason to miss an exam other than getting sick, or a death or serious illness in your family. In the event you can not attend an exam, you must notify me in advance, otherwise you automatically fail the course.

Last day of classes: Dec 10
No class: Sept 24 and Thanksgiving, Nov 28