## Probability Theory

• Time and place: MWF at 1 in MS6229. The Tuesday discussion section will be in Botany 325 beginning 4/10.
• Instructor: Thomas M. Liggett
• Office hours: MWF 2-3 in MS 7919
• Teaching Assistant: Michael Hall. His office hours are M 3-4 and Tu 2-3 in MS3955.
• Text: Introduction to Probability (2nd edition) by D. P. Bertsekas and J. N. Tsitsiklis. We will cover Chapters 4-6, plus, if time permits, some additional material from W. Feller's classic book (volume 1).
• 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 170A or Statistics 100A.
• For more information: See Handout
• Schedule for the first week of classes: That week only, I will lecture Monday, Tuesday and Wedesday, and you will meet with the TA on Friday.
• Review of 170A material: On March 23, I will post my 170A final exam. As a review of the material from 170A, you should attempt to do the exam before classes start. You will have a chance to discuss this material with the TA on April 6. 170A final exam
• Midterms: Wednesdays April 25 and May 23. The first midterm will cover Sections 4.1-4.4. You should know all the standard PDF's and PMF's except the Beta and Gamma. In the case of the bivariate normal and order statistics, you should understand the discussion of those topics, so you can do something similar, but you need not memorize any formulas. The second midterm will cover Chapter 5. (We will leave Section 4.5 for the final.) You should be able to give precise definitions, state results clearly and precisely, prove the easier results, and apply them to specific situations.
• Midterm 1 solutions
• Midterm 2 solutions
• Final exam: The final exam will be 11:30-2:30 on Wednesday, June 13. It will cover Chapters 4, 5 and 6.
• Finals week office hours: Tuesday 1-2.
• Unassigned problems covered in class: Chapter 4:#15,20,21,25,28,38,40; Chapter 5:#2,6; Chapter 6:#10,19(a),21,23,24,25.
• Final exam solutions