P R O B A B I L I T Y, S p r i n g 2 0 2 0
Lectures: Wednesday, 7.10pm-9.00pm, in Warren Weaver Hall 202.
Lecturer: Paul Bourgade, office hours Thursday 1.30-2.30pm, you also can email me (email@example.com)
to set up an appointment or just drop by (WWH 603).
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
Textbooks: Our reference text will be Probability Essentials, by Jacod-Protter.
Homework: Every Wednesday for the next Wednesday.
Grading: problem sets (35%), midterm (15%) and final (50%).
A tentative schedule for this course is: