| Course: | MATH-GA 2901.001 Basic Probability, Fall 2016 |
| Time: | Wednesdays 5:10 - 7:00
P.M. |
| Room: | Courant Institute / Warren Weaver Hall 1302 |
| Instructor: | Professor Yuri Bakhtin, contact info |
| Office hours: | By appointment and each Wednesday from 11am to noon |
| Course description: | The course introduces the basic concepts and methods of probability. Topics include: probability spaces, random variables, distributions, law of large numbers, central limit theorem, random walk, Markov chains and martingales in discrete time, and if time allows diffusion processes including Brownian motion.
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| Recommended Text: | Probability Essentials, by J.Jacod and P.Protter. The electronic version of the book is available through NYU |
| Optional Reading: | Thinking, Fast and Slow, by D.Kahneman |
| Prerequisites: | The course will build on infinite series, multivariable calculus, basics about linear algebra, and along the way we will introduce the required notions about set theory and elementary measure theory. |
| Problem sets: | Will be available on this page,
usually to be submitted for grading every week. Must be submitted before
the end of class. Counts for 40% of the course grade. Two lowest
homework scores will be dropped. |
| Mid-term exam: | November 2, in-class. Counts for 20% of the course grade |
| Final exam: | Counts for 40% of the course grade |