Instructor: Anindya Roy Office: MP
435 phone: 410-455-2435
email: anindya@umbc.edu
Office Hours: TTH 4:00-5:00 pm, or by appointment.
Class meets:: TTH 7:10-8:25 in Math/Psych 103
Textbook: Resnik: Probability Path
Course prerequisites: Real analysis (math 301), master's level probability (Stat651). Must be familiar with combinatorial probability computation, random variables, basic probability distributions, independence, joint distribution, transformations and Jacobian, MGF.
Grading: Homework 60% Midterm 20% Final 20%. I will give periodic homeworks, not all problems will be graded but you are expected to do all the problems. Both the midterm and the final will be in class, closed book, closed notes.
Course Description Probability theory for doctoral students. Probability measures, random variables, convergence concepts and limit laws, martingales (if time permits).
Additional reading:
Academic Honesty: By enrolling in this course, each student assumes the
responsibilities of an active participant in UMBC's scholarly community in which
everyone's academic work and behavior are held to the highest standards of
honesty. Cheating, fabrication, plagiarism, and helping others to commit these
acts are all forms of academic dishonesty, and they are wrong. Academic
misconduct could result in disciplinary action that may include, but is not
limited to, suspension or dismissal.
To read the full Student Academic Conduct Policy, consult the UMBC student
handbook, the Faculty Handbook or the UMBC Policies section of the UMBC
directory.
WEBPAGE: http://www.math.umbc.edu/~anindya/Stat611/F2010/stat611.html
Schervish: Probability and Statistics (for background MS level material)