Course
Content:
Measure
theoretic preliminaries, sums of independent random variables, notions
of convergence, characteristic functions, Central Limit Theorem, random
walk.
If time permits:
conditioning and martingales, Markov chains, and Brownian motion.
Course
Grading:
100 percent: Homework
Exams:
No exams, grades based on homework.
HOMEWORK/READING
ASSIGNMENTS:
(Numbers refer to the 4th edition draft)
8/28 (Due 9/4):
Read Section 1.1. and do
Ex. 1.4,1.7,1.9,1.10,1.11
9/4 (Due 9/11):
Read Sections 1.2-1.3. and do
Ex. 1.2.3, 1.2.4, 1.2.5, 1.3.9
9/11 (Due 9/18):
Read Section 1.4. Intro only and do
Ex. 1.3.10, 1.3.12, 1.3.16, 1.4.3
9/18 (Due 9/25):
Read Section 1.4. 1,1.4.2,1.4.3 and do
Ex. 1.4.6, 1.4.7, 1.4.8, 1.4.9
9/25 (Due 10/2):
Read Section 1.4.4, 1.5.1, 1.5.2
and do
Ex. 1.4.14, 1.5.1, 1.5.6, 1.5.8
10/2 (Due 10/9):
Read Section 1.5.3 and do
Ex. 1.5.2., 1.5.3, 1.5.7
10/9 (Due 10/16):
Read Section 1.6 and do
Ex. 1.6.1., 1.6.4, 1.6.10
10/23 (Due 10/30):
Read Section 1.7 and do
Ex. 1.7.1, 1.7.2, 1.7.3
10/30 (Due 11/06):
Read Section 1.8 and do
Ex. 1.8.1, 1.8.2, 1.8.3
11/13 (Due 11/20):
Read Section 1.8 and do
Ex. 2.2.9, 2.2.11,
and prove that in Example 2.2.6,
the term V_{n+1} tends to 1/2 a.s.
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The required text for this course is
Probability:
Theory and Examples (Probability: Theory & Examples) by Richard Durrett
Note, that there is a link to the errata of the 3rd edition, and to the
PDF file of the 4th edition on Prof.
Durrett's web page:
http://www.math.cornell.edu/~durrett/PTE/pte.html
It's important you have this book because:
- There will be required reading from the book
- Homework assignments will come from the book
- It will help you get a better grade in my course
!!! The option for a final meeting is still open -- please talk to me
if interested!!!
How to reach me:
Office:
MATH
324.
Phone: 303-492-4846
(with voice mail)
electronic mail
Office
Hours: M,F 11:00-12:00
Enrollment questions: Please see the Registrar's
web page, or call their office. If you still have problems, then see
Tiffany at the Math. Dept. Office

SOME
IMPORTANT CU POLICIES
STUDENTS WITH DISABILITIES
If you qualify for accommodations because of a disability, please
submit to me a letter from Disability Services in a timely manner so
that your needs may be addressed. Disability Services determines
accommodations based on documented disabilities. Contact: 303-492-8671,
Willard 322, and www.Colorado.EDU/disabilityservices.
RELIGIOUS OBLIGATIONS
Campus policy regarding religious observances requires that faculty
make every effort to reasonably and fairly deal with all students who,
because of religious obligations, have conflicts with scheduled exams,
assignments or required attendance. In case of conflict with a test,
please let me know at least two weeks in advance. See full details at http://www.colorado.edu/policies/fac_relig.html.
CLASSROOM AND COURSE-RELATED BEHAVIOR
Students and faculty each have responsibility for maintaining an
appropriate learning environment. Students who fail to adhere to such
behavioral standards may be subject to discipline. Faculty have the
professional responsibility to treat all students with understanding,
dignity and respect, to guide classroom discussion and to set
reasonable limits on the manner in which they and their students
express opinions. Professional courtesy and sensitivity are especially
important with respect to individuals and topics dealing with
differences of race, culture, religion, politics, sexual orientation,
gender variance, and nationalities. Class rosters are provided to the
instructor with the student's legal name. I will gladly honor your
request to address you by an alternate name or gender pronoun. Please
advise me of this preference early in the semester so that I may make
appropriate changes to my records. See polices at
http://www.colorado.edu/policies/classbehavior.html and at http://www.colorado.edu/studentaffairs/judicialaffairs/code.html#student_code.
DISCRIMINATION AND HARASSMENT
The University of Colorado at Boulder policy on Discrimination and
Harassment
http://www.colorado.edu/policies/discrimination.html,
the University of Colorado policy on Sexual Harassment and the
University of Colorado policy on Amorous Relationships applies to all
students, staff and faculty. Any student, staff or faculty member who
believes s/he has been the subject of discrimination or harassment
based upon race, color, national origin, sex, age, disability,
religion, sexual orientation, or veteran status should contact the
Office of Discrimination and Harassment (ODH) at 303-492-2127 or the
Office of Judicial Affairs at 303-492-5550. Information about the ODH
and the campus resources available to assist individuals regarding
discrimination or harassment can be obtained at http://www.colorado.edu/odh.
UNIVERSITY'S HONOR CODE
All students of the University of Colorado at Boulder are responsible
for knowing and adhering to the academic integrity policy of this
institution. Violations of this policy may include: cheating,
plagiarism, aid of academic dishonesty, fabrication, lying, bribery,
and threatening behavior. All incidents of academic misconduct shall be
reported to the Honor Code Council (honor@colorado.edu; 303-725-2273).
Students who are found to be in violation of the academic integrity
policy will be subject to both academic sanctions from the faculty
member and non-academic sanctions (including but not limited to
university probation, suspension, or expulsion). Other information on
the Honor Code can be found at http://www.colorado.edu/policies/honor.html
and at http://www.colorado.edu/academics/honorcode.
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