Basic Probability

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.
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

Homework assignments. Updated on December 8.

Midterm exam solutions