| Course: | MATH-GA 2911.00 Probability: Limit Theorems I, Fall 2014 |
| Time: | Wednesdays |
| Room: | Courant Institute / Warren Weaver Hall 202 |
| Instructor: | Professor Yuri Bakhtin, contact info |
| Office hours: | By appointment and each Wednesday from 11am to noon |
| Course description: | available here |
| Text: | Probability Theory, by S.R.S. Varadhan, Courant Lecture Notes, vol. 7, — should be available at the NYU bookstore. |
| Other useful books: | Probability by Shiryaev; Probability: Theory and Examples by Durrett; Probability with Martingales by Williams; Probability and Measure by Billingsley; Theory of Probability and Random Processes by Koralov and Sinai |
| Problem sets: | Will be available on this page, to be submitted for grading approximately every 2 weeks, must be submitted before the end of class on the due date, counts for 50% of the course grade |
| Final exam: | Counts for 50% of the course grade |
| Grader: | Moumanti Podder |
| Practice problems: | Exercises from Varadhan's textbook. Also exercises from Shiryaev's textbook and his Problems in Probability . |
Homework assignments (PDF) (LaTeX)
Take-home part of the final exam, PDF
Link to Probability by Shiryaev (available through NYU)
Link to Problems in Probability by Shiryaev (available through NYU)
Link to Theory of Probability and Random
Processes by Koralov and Sinai (available through NYU)
(Not entirely proofread) notes taken during this course by Brett Bernstein (RAR archive, ~2Mb)