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)