ANNOUNCEMENT - No test on Thursday, March 6. All evening classes on March 6 are cancelled. The Midterm will be on March 20. Have a safe Spring Break.

Spring 2008 course

• Introduction. Probability measures.
• Random variables. Laws of large numbers. Large deviations.
• Measure and integration. Measurable functions. Properties of integrals.
• Product measures and Fubini's theorem.
• Distributions and moments. Kolmogorov's Zero-One Law. Maximal inequalities.
• Characteristic functions. Central limit theorem.
• Derivatives, conditional probability, conditional expectation. Martingales.

Textbook: Probability and Measure by P. Billingsley, 3rd edition, Wiley, 1995

Coverage: Chapters 1-5; Chapter 6 if time permits

Prerequisite:

MATH 6301 (Real Analysis I) or equivalent

Grading:

Homework	0%	Homework will be assigned but will not be collected or graded. A serious and steady effort to work out all the homework problems is highly recommended.
Quizzes	30%	Short weekly quizzes closely related to the material of the latest homework assignment. Quizzes are closed-book; one cheat-sheet is allowed.
Midterm exam	30%	A 1 1/4-hour midterm on March 6 covers chapters 1-3.
Final exam	40%	A 2 1/2-hour final exam on May 6 covers chapters 4-6 but it is cumulative indirectly. Exams are open-book, -notes, etc.

Any questions?