| Course: | MATH-GA 2901.001 Basic Probability, Fall 2017 |
| Time: | Wednesdays |
| Room: | Courant Institute / Warren Weaver Hall 1302 |
| Instructor: | Professor Yuri Bakhtin, contact info |
| Office hours: | By appointment and each Wednesday from 1pm to 2pm |
| 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, Brownian motion. |
| Recommended Text: | Probability Essentials, by J.Jacod and P.Protter. The electronic version of the book is available through NYU |
| Prerequisites: | The course will build on infinite series, multivariable calculus, basics about linear algebra and complex numbers. Along the way we will introduce the required notions about set theory and elementary measure theory. Acquaintance with undegraduate probability and analysis is a plus not an absolute requirement. The most important informal requirement is to be ready to study rigorous mathematics and proof techniques. |
| Problem sets: | Will be available on this page, usually to be submitted for grading every week or two. Must be submitted before the end of class. Counts for 20% of the course grade. Two lowest homework scores will be dropped. |
| Mid-term exam: | November 1, in-class. Counts for 20% of the course grade |
| Final exam: | Counts for 60% of the course grade |
Current (Fall 2017) homework assignments.