| Instructor | Professor J. Zinn |
| Phone | (979) 845-3724 |
| Office | Milner Hall 127 |
| Office Hours | Tu, Th 2:15-3:15
or by appointment |
Textbook. Probability: Theory and Examples, third edition, Rick Durrett
We will cover the basic measure theory that is not typically found in our Real Analysis course. Further we'll cover such standards as the Borel-Cantelli lemmas, the three series theorem, the Laws of Large Numbers and the Central Limit Theorem. I hope to cover other limit theorems, such as domains of normal attraction. The associated limit laws will also, then, be discussed. Perhaps we'll also cover a bit of Large Deviation theory. Typical inequalities are Markov's and Chebychev's, but several others will also be covered. Finally, if time permits we'll discuss decoupling and some limit theorems associated with U-statistics.
Grading. Course grades will be based on the following:
1. Two take-home exams, each worth 30%, and homework, worth 40%. A's, B's, etc will be assigned as usual.
2. The homework assignments will be posted here.