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


Text: The official text book for the class is
Other very useful references:

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


In the second semester we will study stochastic process, Poisson processes, Markov processes, Branching process, Renewal processes, and Brownian motion.


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