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    Mathematics 523

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    fatcode27
    This document provides information about the Math 523 - Probability course for Fall 2010 taught by Professor Xia Chen. The course will cover probability theory at an advanced graduate level using the textbook "Probability Essentials". It will meet on Mondays, Wednesdays, and Fridays from 2:30-3:20pm in room HBB132. Grading will be based on a final exam, midterm exam, and homework assignments. The instructor plans to assign 7 homework sets covering various chapters in the textbook.

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    Download as PDF, TXT or read online from Scribd

    Mathematics 523

    Uploaded by

    fatcode27
    312 views2 pages
    This document provides information about the Math 523 - Probability course for Fall 2010 taught by Professor Xia Chen. The course will cover probability theory at an advanced graduate level using the textbook "Probability Essentials". It will meet on Mondays, Wednesdays, and Fridays from 2:30-3:20pm in room HBB132. Grading will be based on a final exam, midterm exam, and homework assignments. The instructor plans to assign 7 homework sets covering various chapters in the textbook.

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    probability stochatics

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    This document provides information about the Math 523 - Probability course for Fall 2010 taught by Professor Xia Chen. The course will cover probability theory at an advanced graduate level using the textbook "Probability Essentials". It will meet on Mondays, Wednesdays, and Fridays from 2:30-3:20pm in room HBB132. Grading will be based on a final exam, midterm exam, and homework assignments. The instructor plans to assign 7 homework sets covering various chapters in the textbook.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    312 views2 pages

    Mathematics 523

    Uploaded by

    fatcode27
    This document provides information about the Math 523 - Probability course for Fall 2010 taught by Professor Xia Chen. The course will cover probability theory at an advanced graduate level using the textbook "Probability Essentials". It will meet on Mondays, Wednesdays, and Fridays from 2:30-3:20pm in room HBB132. Grading will be based on a final exam, midterm exam, and homework assignments. The instructor plans to assign 7 homework sets covering various chapters in the textbook.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    4/13/12 Mathematics 523

    Math 523-Probability (Fall 2010)


    Instructor: Xia Chen

    Office: Temple 106, (Phone: 974-4284).

    Email: xchen@math.utk.edu

    Website: http://www.math.utk.edu/~xchen

    Class: MWF 2:30 pm. -3:20 pm. (HBB132)

    Office Hours: MWF 10:00 am.- 11:00 am.

    Text Book: Probability Essentials. By Jean Jacob and Philip Protter.

    Course Description:
    This is a advanced graduate course in probability, which focuses on a rigorous treatment of the materials
    such that probability space, random variable (expectation, independence, etc.), convergence, the law of
    large numbers and random series. We plan to cover most of the book. In Spring 2011, we will finish the
    rest of the book (if nay left) and move to some more advanced topics (such as Brownian motions,
    Markov processes and stochastic integrals) in Math 524.
    I will give planty of examples to help understanding a variety of concepts introduced during the course.
    I plan to keep this course self contained, and will not assume material other than what is covered in the
    first course of probability and in advanced calculus. In particular, I will not assume results from measure
    theory, which will be developed as needed.

    Grading: Final Exam 30%; Midterm 20%; Homework 50%

    Letters will be assigned as follows (subject to change): A:90-100%, B:80-89%, C:70-79%, D:60-70%,
    F:59% or below.

    Test Schedule:

    Midterm: Will be determined later


    Final exam: Will be determined later.

    Homework assignment:

    Homework #1 (Solution)

    Chapter 2: 2.2, 2.3, 2.15


    Chapter 3: 3.7, 3.11, 3.12, 3.13.
    Chapter 4: 4.3.
    Notice: Problem 2.7 is excluded.

    Homework #2 (Solution)

    Chapter 5: 5.1, 5.3, 5.4, 5.16, 5.18, 5.19, 5.20.

    Homework #3 (Solution)

    Chapter 2: 2.7
    Chapter 7: 7.1, 7.5, 7.11, 7.14, 7.15, 7.17, 9.1, 9.2* (optional).

    www.math.utk.edu/~xchen/523.html 1/2
    4/13/12 Mathematics 523

    Homework #4 (Solution)

    Chapter 9: 9.4*, 9.5*, 9.6, 9.8, 9.9, 9.11, 9.16, 9.18, 9.19, 9.20.

    Homework #5 (Solution)

    Chapter 10: 10.2, 10.5, 10.6, 10.7, 10.8, 10.10*, 10.11, 10.12, 10.13, 10.16*, 10.18

    Midterm solution (Solution)

    Homework #6 (Solution)

    Chapter 11: 11.4, 11.6, 11.10, 11.13, 11.15*


    Chapter 12: 12.1, 12.3, 12.5, 12.6, 12.8, 12.11.

    Homework #7 and #8 (Solution)

    Chapter 14: 14.5, 14.6, 14.7, 14.8, 14.11, 14.15, 14.16*


    Chapter 15: 15.2, 15.5, 15.13.
    Chapter 16: 16.2, 16.3, 16.6, 16.7, 16.8, 16.16.
    Chapter 17: 17.3, 17.4, 17.6.

    www.math.utk.edu/~xchen/523.html 2/2

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