Spring 2018 MATH 8652 Theory of
Probability Including Measure Theory
Textbook: Probability: Theory and Examples, 5th ed. by
Richard Durrett. You can find this book available here.
Reference: Probability Theory by S.R.S. Varadhan
Scrope: We will cover essentially four topics: Martingale,
Markov chain, Ergodic theory, and Brownian motion. The lecture notes
will be posted on Moodle.
Time: MWF from 10:10 AM to 11:00 AM
Classroom: Ford Hall 151
Grades: (1) Homework (60%)
(2) Final Exam (40%)
Homework: Homework will be assigned on Moodle once
every two weeks and will be collected in class. No late
homework is accepted.
1st homework is due to February 7 (Wednesday)
Office hour: 537VH, M:9:00-9:50 am and W:
3:00-4:00 pm or by appointment.