STAT 731 Probability Theory and Its Applications


 

 Topics Covered:

     Limits of sets;  probability space;  random variables;  independence and expectation;  weak and strong laws of large  number;  characteristic functions;  central limit  theorem; elementary martingale theory (if time permits).

 

Prerequisites: Basic knowledge in measure theory, or permission of instructor.
Textbook: Sidney Resnick, A Probability Path. ( Birkhauser , 2001) 
Class Time and Location:   TR 2:30-3:45pm   CBC-C319

Instructor:

Amei Amei
Office: SEB-3127
Telephone: 702-895-5159
E-mail:
amei.amei@unlv.edu

Office Hours: TR 12:00-2:00pm and by appointment at SEB-3127

 

 Homework Assignments 

 Exams, Homework Sets, and Grades:

      There will be around nine homework sets, one midterm exam and a final exam. Grades will be based on the homework sets (40%), midterm (30%), and the final (30%).

 Final Exam:  Tuesday December 8 2009,  3:10pm-5:10pm, CBC-C321

Collaboration:

     Collaboration on homework is allowed and can be helpful (and fun). However, you must do all written work by yourself.

 

 Some useful references:

      Kai Lai Chung, A Course in Probability theory, Academic Press 2001.

       Richard Durrett, Probability: Theory and Examples, Wadsworth Brooks/Cole, 1991.

 

Academic Integrity:  UNLVs Student Academic Misconduct Policy can be found at http://studentlife.unlv.edu/judicial/misconductPolicy.html.

 Please Note:  

  The UNL Disability Resource Center (DRC) houses the resources for students with disabilities.  If you have a documented disability that may require accommodations, you will need to contact the DRC for coordination of services.  The DRC is located in the Student Service Complex (SSC), Room 137.  Their contact numbers are: VOICE (702) 895-0866, TDD (702) 895-0652, FAX (702) 895-0651. For additional information please visit: http://studentlife.unlv.edu/disability.

  

  Click here for Amei's home page

 

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      Last modified August 15, 2009