STAT 205A: Probability Theory (Fall 2004)

Instructor David Aldous

Teaching Assistant Shankar Bhamidi

Class time MWF 2.00 - 3.00 in room 106 Moffitt

Office Hours

Shankar Bhamidi (shanky@stat)

Mondays 3.00-5.00 in 307 Evans.

Fridays 3.00-4.00 in 307 Evans.

if you email us put "STAT 205A" in subject.

Some Helpful(and Obvious) Advice

• Try to get started on the Homeworks as early as possible.Don't wait till Tuesday to actually start thinking about the problems. Although the homework problems are not very difficult they are not trivial either.
• In the beginning of the semester at least things might seem to be a bit abstract with some measure theoretic details.Durrett's appendix has a clear but concise account of the tools required especially Dynkin's pi-lambda theorem. If you are not satisfied with Durrett's treatment then try Billingsley which although exhaustive might take time to read.
• I'll try to post up some hints to questions if I find that many people are having a problem with the same question.
• If you want some more practice questions check the Additional questions section at the end of the page.
• Basic analysis definitions such as limsup and liminf etc can be found in the first chapter of the book : Principles of Mathematical analysis -- Rudin

Hints for the Homeworks

• Week 1
• Week 2
• Week 3
• Week 6
• Week 7
• Week 9
• Week 11
• Week 12
• Week 13

Announcements

• September 2nd : Since the coming Monday is a Holiday I will hold office hours on Tuesday from 12:30-2:00.
• September 7th: The homework solutions will be posted outside my door(# 321 Evans) every week.

Additional Questions( For practice)

• Distribution(Jensen's inequality, Fubini)
• Martingales
• Sums of random variables