Probability Theory: Math 605

Meeting : Tu-Th 1:00--2:15    LGRT 177

Instructor : Luc Rey-Bellet

 Office :  1423 K LGRT
 Phone :  545-6020
 E-Mail :
 Office Hours :   Tu 3:00--4:00, Th 9:30--11:00, 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 weekly. Each of the midterm, final and the combined homework will be worth 1/3 of your grade.


Homework :

Homework #1 (due on Friday September 13):   Set #1      

Homework #2 (due on Friday September 20):   Set #2      

Homework #3 (due on Friday September 27):  
Set #3      

Homework #4 (due on Monday October 7):   Set #4      

Homework #5 (due on Monday October 14):   Set #5      

Homework #6 (due on Friday October 25):   Set #6      

Homework #7 (due on Friday November 8):   Set #7      

Homework #8 (due on Friday November 15):   Set #8      

Homework #9 (due on Monday December 2):   Set #9      

Homework #10 (due on Friday December 9):   Set #10