MAT/STA 235A: Probability Theory
UC Davis, Fall 2013
General course information
- Instructor: Dan Romik
- Lecture times and place: Tuesdays and Thursdays 1:40-3:00 in Storer Hall 1344
- Office hours: Fridays 10-11 in my office, MSB 2218
- T.A.: Hao Yan
- T.A. office hours: Mondays 9-10 at MSB 1226
- Discussion section time and place: 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. The main topics covered will be: foundations, the law of large numbers, the central limit theory and special distributions. For more information,
refer to the lecture notes.
- Textbook and lecture notes:
The course will be based on my
lecture notes, parts of which are
in turn based on parts of Chapters 1-3 of the book Probability: Theory and Examples
(4th Ed.) by Rick Durrett. The book can be downloaded from
the author's website
as a PDF.
The lecture notes are almost entirely self-contained, so you should not
feel obliged to purchase the book, but in case you are considering buying it,
it is an excellent reference and
contains many more advanced subjects that will not be covered in the class.
- Prerequisites: You need to have taken
undergraduate classes in probability and real analysis,
equivalent to the UC Davis classes Math 125B and Math 135A. In case of
doubt please contact instructor.
- Grading: the final grade will be based on
two components, homework (50%) and a final exam (50%). Homework
will be assigned weekly. When computing the homework component of the
grade the 2 lowest homework grades will be dropped.