Math 671: Theory of Probability I
- Time and Place:
10:00 am MWF, 104 Deady
- CRN: 15937
- Textbook:
Probability: Theory and Examples
, 2nd edition by
Richard Durrett, published by
Durbury Press .
Click
here for typo list.
- References
- Probability with Martingales by David Williams
- Probability and Measure , 3rd edition, by Patrick
Billingsley
- Probability for Statistians by Galen R. Shorack
- Probability Theory : An analytic view
by Daniel W. Stroock
- Course Instructor: Qi-Man Shao
- Office: 215M Deady Hall
- Office Hours: 11:00 - 11:50 MWF
- Office Phone: 346-4701
- Email: qmshao@darkwing.uoregon.edu
- Web URL: http://darkwing.uoregon.edu/~qmshao
This is the first quarter in a yearly sequence of
probability theory. Main topics are Independence, Borel-Cantelli lemma,
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%), midterm exam (30%),
and final exam (40%).
Homework assignments
Homework is due weekly in Friday's class.
Homework 1 ,
Homework 2 ,
Homework 3 ,
Homework 4 ,
Homework 5 ,
Homework 6 ,
Homework 7 ,
Homework 8 ,
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