Binghamton University

• Instructor: Vladislav Kargin
• Office: WH-136
• Meeting time and location: TR – 8:00-9:30AM – WH 329
• Office hours: Wednesday – 12-1:30pm

This course is a 4-credit course, which means that in addition to the scheduled lectures/discussions, students are expected to do at least 9.5 hours of course-related work each week during the semester. This includes things like: completing assigned readings, participating in lab sessions, studying for tests and examinations, preparing written assignments, completing internship or clinical placement requirements, and other tasks that must be completed to earn credit in the course.

Probability Theory (MATH 501)

This course is an introduction to the advanced concepts of probability theory. It covers topics such as: Measure theory, Probability spaces, Random variables, Conditional Expectations, Stochastic processes, Martingales, Limit Theorems, Large deviations

The course is intended for students who have a strong foundation in probability theory.

Durrett “Probability: Theory and Examples” 5th edition, pdf available at PTE.

We will use Piazza (“http://piazza.com/”) for communication. All announcements will be sent to the class using Piazza.

The homework will not be graded with the exception of some marked problems. The solution for these problems must be typed in LaTeX, typeset to pdf and submitted by the due date. The late or hand-written or non-LaTeX solutions will not be accepted. All homework problems can be on exams.

There will be a in-class open book midterm and a final take-home exam with a brief meeting with instructor. Final is cumulative.

• Homework (25%)
• Midterm exam (25%)
• Project (25%)
• Final exam (25%)