P R O B A B I L I T Y,    S p r i n g    2 0 1 2

Lectures: Tuesday and Thursday, 1pm-2.30pm, in Science Center 507.

Lecturer: Paul Bourgade, office hours Wednesday 4.30-6pm, you also can email me (bourgade@math.harvard.edu) to set up an appointment or just drop by (Science Center 341).

Course assistant: Constantin Bosinceanu (cbosinceanu@college.harvard.edu). Sections: Tuesday 4-5pm. Office Hours: Sunday at 8pm in the Quincy Dining Hall.

Course description: A rigorous introduction to probability theory, including: discrete and continuous random variables, distribution and density functions in arbitrary dimension, conditional probability, generating functions; weak and strong laws of large numbers, the central limit theorem, random walks, discrete martingales.

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.

Textbooks: Our reference text will be Probability Essentials, by Jacod-Protter.

Homework: Every Tuesday for the next Tuesday.

Grading: problem sets (50%), midterm (15%) and a final project (35%).

A tentative schedule for this course is:

Problem sets.