Math-ua.0233 / V63.0233: Theory of Probability
| Term: | Fall 2011 |
| Meeting times: | MW 2:00-3:15 PM |
| Recitation times: | |
| Instructor: | Professor Raghu Varadhan |
| Office: | TBA |
| Office hours: | TBD |
| Phone: | 212-998-3334 |
| Email: | varadhan@cims.nyu.edu |
Goals and Topics
An introduction to the mathematical treatment of random phenomena
occurring in the natural, physical, and social sciences. Axioms of
mathematical probability, combinatorial analysis, binomial
distribution, Poisson and normal approximation, random variables and
probability distributions, generating functions, the Central Limit
Theorem and Laws of Large Numbers.
Logistics
Class
The class meets Mondays through Thursdays 2:00-4:15pm in Silver Center 501.Homework
Homework will be assigned weekly and collected on Tuesdays. In fairness to the other students in the course, late homework will generally not be accepted. We will, however, drop the lowest homework score in computation of final grades. Please talk to the instructor in cases of emergency.Participation
IThere are three ways to earn credit for course participation:
attendance, presenting in class during group exercises, and bookmarking
web pages online (more about this later).
Quizzes
Quizzes will be given on Thursdays. Quizzes will start at the beginning of class. We will also drop the lowest quiz.
Exams
There will a midterm examination and a final exam, in the regular classroom at the regular class time.
Grades
Grades will be computed by a weighted average:
Participation 10%
Quizzes 20%
Midterm 30%
Final 30%
Total 100%
Final scores will be converted to letter grades beginning with the following scale:
90 A-
87 B+
83 B
80 B-
75 C+
65 C
50 D
As for a curve, these cutoffs might be adjusted, but only in the downward direction (to make letter grades higher).
Text
A First Course in Probability Theory by Sheldon Ross. Available in the bookstore.Website
Course materials and other details will be published on Blackboard. Conclusion
The first problem set:- Read Sections 1.1 and 1.2 of the textbook
- Do Problems 1 and 4 from Chapter 1 (page 16) and check your answers in the back of the book. You do not need to turn in these "practice" exercises.
- Do Problem 3 from Chapter 1 and Theoretical Exercise 2 from Chapter 1 (page 18) and turn them in.
We look forward to a productive and informative term