## 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:

1. A course in probability Theory

Kai Lai Chung

2nd Ed. Academic Press

2. Probability and Measure

Billingsly

3rd ed. Wiley

3. Probability with martingales

Williams

Cambridge

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.

EXAM SCHEDULE:

Exam 1: Oct 1 Chapters: 1, 2, 3

Exam 2: Oct 29 Chapters: 4, 5, 6

Exam 3: Nov 26 Chapters: 7, 8

Final: Dec 18 3:30--5:30 Chapters: 1--9

Last day of classes: Dec 10

No class: Sept 24 and Thanksgiving, Nov 28