See the schedule for topics by week and links to slides.

Description of the course

This is the final quarter of our graduate course on probability theory, following 671 (Measure Theory) and 672 (Theory of Probability, part I). We are following Durrett, Probability: theory and examples fairly closely, and are continuing in this quarter to cover the latter half of the book, which focuses more on particularly important sub-topics in probability theory (e.g., Markov chains, Brownian motion). The goals are to use theory developed so far, learn new techniques and concepts, and to become more familiar with working with probability (particularly stochastic processes).

Instructors:

Peter Ralph: plr@uoregon.edu

Office hours: see Canvas

Course Information

• Schedule: MWF 3:30 - 4:30 pm
• Location: on zoom, see Canvas for details
• Assignments: Assigned, and due, on Wednesdays, through Canvas
• Exams: One midterm and one final, details to be discussed in class

Evaluation

Grades will be assigned based on weekly homework and performance in exams: either 70% homeworks and 30% exams or 50% homeworks and 50% exams, whichever is greater. Homeworks will be weighted equally, with the lowest two dropped; exams are weighted equally.

Textbooks

Probability: Theory and Examples, 5th edition

Prerequisites:

Math 672: part 1 of this series.

Inclusion and accessibility

Please tell us your preferred pronouns and/or name, especially if it differs from the class roster. We take seriously our responsibility to create inclusive learning environments. Please notify us if there are aspects of the instruction or design of this course that result in barriers to your participation! You are also encouraged to contact the Accessible Education Center in 164 Oregon Hall at 541-346-1155 or uoaec@uoregon.edu.

We are committed to making our class an inclusive and respectful learning space. Being respectful includes using preferred pronouns for your classmates. Your classmates come from a diverse set of backgrounds and experiences; please avoid assumptions or stereotypes, and aim for inclusivity. Let us know if there are class dynamics that impede your (or someone else’s) full engagement.

Please see this page for more information on campus resources, academic integrity, discrimination, and harassment (and reporting of it).

Acknowledgements:

Thanks to Jim Pitman for sharing his course’s material, from which some of the content here draws inspiration.