Math 581 - Hughes

Fall 2009

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Information

Course Title: Probability
Time: MWF 10:00 - 10:50 PM
Place: Wham 312
Final Exam: Friday, December 18, 10:10 - 12:10
Text: Kai Lai Chung: A Course in Probability Theory, 3rd ed., ISBN: 0-12-174151-6
Prerequisite: Concurrent course in real variables, Math 501.
Instructor: H. R. Hughes
Office: Neckers 391
Phone: 453-6593
E-mail: hrhughes@math.siu.edu
Office Hours: MWF 9:00 - 9:50, T 10:00 - 12:00, R 9:00 - 10:20, or by appointment

Course Content

A rigorous, measure-theoretic introduction to probability theory. Principal topics include general probability spaces, product spaces and product measures, random variables as measurable functions, distribution functions, conditional expectation, types of convergence, characteristic functions and the central limit theorem, tail events and 0-1 laws, the Borel-Cantelli lemma, and the weak and strong law of large numbers.

Requirements and Grading

Grades will be determined on the basis of the following:

Homework will be collected regularly. Late homework will not be graded. The lowest 20% of homework grades will be dropped. Exams can only be made up in exceptional circumstances (such as documented illness) as approved by the instructor. It is in your best interest to get approval for make-up exams in advance when possible.

Regular attendance and consistent homework are essential for successful completion of the requirements of the course. Cooperation with your classmates and the use of resources outside of the textbook are encouraged on homework when the end goal is to increase each individual's proficiency in the material. Be sure that homework contains appropriate references. You will be expected to write your work in complete sentences in a logical order.

Withdrawal

The last day to withdraw from the course without a grade is Sunday, September 6. The last day to withdraw from the course with a grade of W is Sunday, October 18. You should be aware that the grade INC (incomplete) cannot be used as a withdrawal and can only be assigned to students who are passing the course and for reasons beyond their control cannot complete all class assignments. See the graduate catalog for more details.

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Last Updated August 25, 2009 by hrhughes