Math 671: Theory of Probability I



This is the first quarter in a yearly sequence of probability theory. Main topics are Independence, Borel-Cantelli lemmas, Weak and Strong Laws of Large Numbers, Weak Convergence, Characteristic functions, Central Limit Theorems, and a review of elements from measure theory, integration and metric spaces.

Grading Policy

Your course grade is a weighted average of the following performance scores: homework (30%), midexam (30%), and final exam (40%).

Homework assignments

Homework is due weekly in Wednesday's class. Homework 1-2 , Homework 3 , Homework 4 , Homework 5 , Homework 6 , Homework 7 , Homework 8
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