Math 507A Fall 2004 Syllabus

Math 507A, Theory of Probability, Fall 2004

Time and location: MWF 1:00pm-1:50pm, KAP 134
Office hours: MWF 2:00-3:00pm, DRB 354

Text: Probability: Theory and Examples (3rd ed.), by Richard Durrett

Instructor: Jianfeng Zhang
Office: DRB 354, (213)740-9805
Email: jianfenz@usc.edu
Homepage: http://math.usc.edu/~jianfenz

Midterm Exam: Friday, October 15, 1:00-1:50pm
Final Exam: Wednesday, December 15, 11:00-1:00 pm

Homework Assignments

Course Description: In this course we will introduce two important theorems, Laws of Large Numbers and Central Limit Theorems, in a rigorous (measure-theory based) way. Both the theorems and the techniques used to prove them are important. We will cover most of Chapters 1 and 2 in details, and part of Chapter 4 (Martingales) if time allows.

Grading Policies: 20% on homework, 30% on Midterm Exam, and 50% on Final Exam.

Homework: Homework will be assigned regularly and will be collected on every Monday in class. You are allowed and even encouraged to discuss the problems with others, but each one should write down the final solutions independently. Homework will only be checked for completeness. Solutions to some selective problems can be provided upon students's request. No late homework will be accepted. But missed homework with VALID reasons can be excused.

Exams: Both exams are open book, open notes, but non-cooperative. The Midterm Exam will cover the first half of the course, and the Final Exam is comprehensive with more emphasis on the second half of the course.

Missed Exams: There will be NO makeup exams. You must take the Final Exam in order to get the grade. If you miss the Midterm Exam with VALID reasons, I will assign your grade based on your Final Exam and Homework.

Feedback and Questions: It is very useful to get feedback and questions, both inside and outside class. You are very welcome to visit me during my office hours. You can also make appointments to see me at other time.