*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:
*

- Casella and Berger:
*Statistical Inference*(for background MS level material) - Billingsley:
*Probability and measure* - Chung:
*A course in probability theory* - Durrett:
*Probability theory and examples* - Karr:
*Probability* - Athreya and Lahiri:
*Measure Theory and Probability Theory*

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