Probability Theory: Math 605
Meeting : Tu-Th 1:00--2:15 LGRT 1322
Instructor : Luc Rey-Bellet
Office : 1423 K LGRT
Phone : 545-6020
E-Mail : luc@math.umass.edu
Office Hours : Tu 3:00--4:00, F 11--12:30, or by appointment
Syllabus: This is the first part of a 2-semester introduction to probability (Semester 1) and stochastic process (Semester 2). The prerequisites for this class is a good working knowledge of undergraduate Probability (without measure theory), such as Stat 515 or STAT 607. Also required are some mathematical maturity and familiarity with mathematical reasoning and of curse a fearless adventurous spirit! During the first semester we will cover some of the foundations of probability
Grade: There will be a midterm exam and a final exam.
Homework will be assigned regularly. Each of the midterm, final and the combined homework will
be worth 1/3 of your grade.
Exams:
Homework :
Homework #1 (due on Friday September 15):
Set #1
Homework #2 (due on Friday September 22):
Set #2
Homework #3 (due on Friday September 29):
Set #3
Homework #4 (due on Friday October 6):
Set #4
Homework #5 (due on Friday October 20 ):
Set #5
Homework #6 (due on Friday October 27):
Set #6
Take-Home midterm Exam (due on Friday November 3):
Mid-term exam
Homework #8 (due on ):
Set #6