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MATH-525

Probability (University of Michigan, Winter 2018)

Course webpage

Instructor

Parsiad Azimzadeh

Email: parsiad (at) umich (dot) edu

Lectures

Office hours

Course description

This is a fairly rigorous introduction to probability theory with some emphasis given to both theory and applications, although a knowledge of measure theory is not assumed. Topics covered are: probability spaces, conditional probability, discrete and continuous random variables, generating functions, characteristic functions, random walks, branching processes, limit theorems.

Prerequisites

Math 451 required.

Textbook

(Optional) Walsh, John B. Knowing the odds: an introduction to probability. Vol. 139. American Mathematical Soc., 2012.

Grading

The grading scheme is as follows:

The lowest of your assignment scores will not count towards your final grade. Midterms will be held in class. The final is on April 23rd, 1:30 - 3:30 pm (room TBA).

Grades will be posted on Canvas:

Assignments

All assignments are to be handed in at the beginning of class.

Lecture notes

Miscellany

You are not expected to know any material in this section for assignments/exams.