MATH 664: Probability Theory I

Fall 2021

Place and time: MWF 9:00 am to 9:50 am in STAG 112.

Slides:   Lectures #1-5,  Lectures #6, 7, and 8,  Lectures #9, 10, 11, and 12,

Textbook: A Basic Course in Probability Theory (2nd edition) by Rabi Bhattacharya and Edward C. Waymire

Additional materials on the web: Homework: posted and submitted on Canvas.

Instructor: Yevgeniy Kovchegov
e-mail: yevgeniy @math.
Office: Kidder 60
Office Phone No: 7-1379
Office Hours: MW 10:00 am - 10:50 am on Zoom

Learning goals: We will cover the general theory of probability measures and random variables, including weak convergence, characteristic functions, central limit theory, conditional expectations, martingales.

The course will cover the following topics:

Syllabus:  PDF file