Basic Probability

Course: MATH-GA 2901.001 Basic Probability, Fall 2017
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 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.

Link to homework assignments from the Fall 2016 version of this course. This year, the assignments will differ, although there will be overlap.