Math 507B, Theory of Probability, Spring 2005
Time and location: MWF 1:00-1:50pm, 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://almaak.usc.edu/~jianfenz
Midterm Exam: Friday, March 11, 1:00-1:50pm
Final Exam:
Wednesday, May 4, 2:00-4:00 p.m.
Course Description: In this course we will cover Chapters 3, 4, 5, 7 in the textbook.
The topics include Random Walks, Martingales, Markov Chains, and Basic properties of Brownian Motion. If time allows, we may also cover Chapter 6 (Ergodic Theorems) or other topics students feel interested in.
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.