Overview: This course is a one semester, terminating introduction to probability and stochastic processes for students who don't have the background/need/inclination/time to take the two semester 205AB sequence. Click here for more details on the intended audience.

Syllabus: Click here

Prerequisites: A basic undergraduate probability course at the level of Stat 101/134, multivariable calculus, elementary real analysis (limits, continuity, Cauchy sequences, completeness, compactness etc.), basic linear algebra, and some familiarity with complex numbers.

Text: Probability and Random Processes, G. Grimmett and D. Stirzaker, Oxford University Press (3rd Edition).

References: Theoretical Probability for Applications, Sidney C. Port, Wiley. (Will be put on reserve in the Mathematics+Statistics library on the first floor of Evans Hall).
                 Foundations of Modern Probability, Olav Kallenberg, Springer (2nd Edition).

Grading:  To be decided.

Final:  The take-home final exam will be handed out on Thursday December 9 and collected on Monday December 20.

Slides: Click  here  for PDF files of overhead projection slides used in class.

Homework:  Click  here for a  progressive list of assigned homework and for solutions to submitted homework.
Victor has a homework hints page