TR 10:30-11:50 AM, 1344 Storer

3210 MSB (Mathematical Sciences Build.), 752-0825, gravner[at]math[dot]ucdavis[dot]edu.

Please only use email in an emergency, e.g., if you are sick and you cannot reach me by phone. I will not reply to emails with questions about class material, etc.

2123 MSB, email: xchliu[at]math[dot]ucdavis[dot]edu.

**PREREQUISITES**:
A solid working knowledge of advanced calculus.
Measure theory will be reviewed at the beginning of the
course, but some additional reading would be advisable
if you've never seen it before. Here are the
topics from measure theory: measurable spaces,
Lebesgue integral, Lebesgue measure in R^{d}, monotone and dominant
convergence theorems, Fubini's theorem, Radon-Nikodym theorem. Also, knowledge of
basic combinatorics, such as permutations, combinations,
selections with and without replacement.

**TEXTBOOK**:
The required textbook is
R. Durrett, Probability: Theory and Examples
(4th edition, Cambridge University Press, 2010, list of corrections). Free online version is also available.
Sections 1.1-1.7, 2.1-2.6, 3.2-3.4, 3.6 will be covered
in this part of the course.

There are many other books that cover this material, e.g., L. Breiman, Probability (1968), D. Williams, Probability With Martingales (1991), J. Jacod, P. Protter, Probability Essentials (2000). The last two books are similar in scope (covering most of 235AB) and easiest to read, thus suitable as gentler supplements to Durrett.

**TOPICS**:

**GRADE**:
Course grade will be based on the following:

- Homework: 100 points.
- Final Exam: 100 points.

**ADDITIONAL POLICIES**:

Homework will be assigned about once a week, with due date and time. You will have about
7 days to complete each assignment. Although you can discuss homework
problems with me and other students from the class,
* everything you turn in should be your work*. Copying another person's work or solutions found elsewhere
(say, in books or on the internet) is cheating.
* Late submissions will not be accepted for any assignment*.

The final exam will be take-home. On this exam you must work alone and use only your notes from this class.

Your solutions will be graded not only on correctness, but also on clarity, organization, and quality of writing.

There are free resources available on the web. A good example are the Probability Tutorials. Some other sites are listed on The Probability Web (click on Teaching Resources). You may also use my undergraduate lecture notes to brush up on elementary probability.