Math 525 - Probability

Math 525 - Probability

Class Meetings: TTh 10:00AM - 11:30AM in 4088 EH

Text:

Required (pictured above):
Grimmett and Stirzaker, Probability and Random Processes.
Third Edition

Suggested (these are not necessarily suggested for purchase, and will be held on reserve at the ... library):
Grimmett and Stirzaker, One Thousand Exercises in Probability.
Ross, A First Course in Probability.
Ross, Introduction to Probability Models.
Feller, An Introduction to Probability Theory and Its Applications, Vol. 1, 2.
Kac, Statistical Independence in Probability, Analysis and Number Theory.
Bollobás, Random Graphs.

Instructor: Pat Boland
Email: pboland@umich.edu
Office: 3835 EH
Office Hours: TTh 12:00PM - 1:30PM in 3835 EH and by appointment



Homework
Homework is assigned weekly, and is due most Thursdays.

Quizzes
Each Tuesday we will have a short quiz at the beginning of class.

Grades
The grading scale for the course will be at least as generous as the "standard" grading scale (90-100%=A, 80-90%=B, etc.), and will be determined from the following factors. Daily Schedule
Tuesday Thursday
  1/9 Events, proability spaces, and conditional probability
(1.1-1.4)
1/14 Conditional probability and independence
(1.4-1.5, 1.7) Quiz 1
1/16 Random variables and distribution functions
(2.1, 2.3) HW 1 due
1/21 Distribution functions and random vectors
(2.3, 2.5) Quiz 2
1/23 Chapter 2 Problems
HW 2 due
1/28 No Class (University closed) 1/30 Mass functions and independence
(3.1, 3.2)
2/4 Expectation and examples
(3.3, 3.5) Quiz 3 HW 3 due
2/6 Dependence and conditional distributions
(3.6, 3.7)
2/11 Sums and random walks
(3.8, 3.9-10) Quiz 4 HW 4 due
2/13 Exam
(to cover sections 1.1-5, 2.1, 2.3, 2.5, 3.1-3, 3.5-6)
2/18 Continuous density functions, independence, and expectation
(4.1-4.3)
2/20 Examples of CRVs and dependence
(4.4-4.5) Quiz 5
2/25 Conditional distributions and functions of CRVs
(4.6-4.7) HW 5 due
2/27 Sums of CRVs
(4.8) Quiz 6
3/4 No Class 3/6 No Class
3/11 Bertrand's paradox and Generating functions
(4.13, 5.1)
3/13 More Generating functions
(5.1) Quiz 7
3/18 Applications of GFs
(5.2-3) HW 6 due
3/20 Convergence of RVs
(7.1-2)
3/25 Law of Large Numbers and Central Limit Thrm 3/27 Exam (HW 7 assigned in class, do not turn in)
4/1 Markov Chains 4/3 Classify states Quiz 8
4/8 Classify chains 4/10 Quiz 9
4/15 ... 4/17 HW 8 due
4/22 ...
FINAL EXAM on Monday, April 28th from 4:00PM - 6:00PM