## Mathematics 170A - Winter 2012

## Probability Theory

**Time and place:** MWF at 1 in MS 5138
**Instructor:** Thomas M. Liggett
**Office hours:** MWF 2-3 in MS 7919
**Teaching Assistant:** Wenjian Liu. His office hours will be M 3-5 in MS 2963.
**Text:** Introduction to Probability (2nd edition)
by D. P. Bertsekas and J. N. Tsitsiklis. We will cover Chapters 1-3 in Math 170A
and 4-6 in Math 170B.
- For the
**departmental course outline**, click here. I will not follow it exactly, but it does give you a rough idea of what we will be doing.
**Prerequisite:** Mathematics 32B
**For more information:** See Handout
**Midterms:** Wednesdays Feb. 8 and Mar. 7. The first midterm will
cover Chapter 1. The second midterm will cover Chapter 2 covariance, (see pages 218-221) and
Section 3.1
explicitly (but implicitly, the material for the
first midterm as well).
- Exam 1 solutions
- Exam 2 solutions
**Final exam:** The final exam will be 8-11 pm on Friday,
March 23 in MS 5138. It covers Chapters 1-3 (+the material on covariances and change of
variables). You should know the PMF/PDF and mean and variance of the standard distributions: Bernoulli,
Binomial, Geometric, Poisson, Uniform, Normal, and Exponential.
**Final exam week office hours**: 1-2 pm on Thursday, March 22.
- Final Exam solutions
**Problems from text discussed in class:** #3,12(a),13,15,27,33,42(with p=1/2),50,57,61 in Chapter 1;
#11,12,21,27,29,37,43 in Chapter 2; #3,10 in Chapter 3

### Homework

**Due Jan. 17: HW1
****Due Jan. 24: HW2
****Due Jan. 31: HW3
****Due Feb. 7: HW4
****Due Feb. 14: HW5
****Due Feb. 21: HW6
****Due Feb. 28: HW7
****Due Mar. 6: HW8
****Due Mar. 13: HW9
**

**
**