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Probability (University of Michigan, Winter 2018)

Course webpage


Parsiad Azimzadeh

Email: parsiad (at) umich (dot) edu


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.


Math 451 required.


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


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:


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

Lecture notes


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