Course Information

Course                            G63.2911 Probability: Limit Theorems I
                                       Fall 2009   Tuesdays 9:30 - 11:20 am in Room 1302

Instructor                         Prof. C. M. Newman; Office: room 1117, 998-3309
                                        newman-at-cims.nyu.edu;  fax 995-4121 (attn: Prof. C. Newman)
                                       Office hours (tentative) Tuesday 11:30-12:30, Thursday 10:30-11:30

Text                                 Probability Theory, by S.R.S. Varadhan, Courant Lecture Notes, vol. 7, published by the American Math Society (see www.ams.org/bookstore/clnseries)
                                         - should also be available at the NYU bookstore.

On Reserve                      Various probability texts on reserve in CIMS Library.

Problem Sets                    Every one or two weeks; to be handed in and graded; counts for 1/3 to 1/2 of course grade, rest from final exam; must be handed in before end of class on due date.

Grader                              To be determined.

Recommended Problems  Most exercises in text, but not to be handed in.

Tuesday, Dec.  1              Last regular class meeting before final exam.

Final Exam                       Tuesday, Dec. 8 during last regular class meeting.  In class, written exam; counts for rest of course grade.

Previous Courses

Course                            G63.2912   Probability: Limit Theorems II
                                        Spring, 2009   Tuesdays 9:30 - 11:20 am in Room 1302

Instructor                         Prof. C. M. Newman; Office: room 1117, 998-3309
                                        newman-at-cims.nyu.edu;  fax 995-4121 (attn: Prof. C. Newman)
                                        Office hours (tentative) Tuesday, Wednesday 1:30-2:30

Text                                 Probability Theory, by S.R.S. Varadhan, Courant Lecture Notes, vol. 7, published by the American Math Society (see  
                                        ww.ams.org/bookstore/clnseries) followed by companion volume
                                        Stochastic Processes (Courant Lecture Notes, vol. 16) - should also be available at the NYU bookstore.

On Reserve                      Will put various probability texts on reserve in CIMS Library.

Problem Sets                    About every two weeks; to be handed in and graded; counts for entire course grade; must be handed in before end of class on
                                        due date.

Grader                              Ivan Corwin

Recommended Problems  Most exercises in texts, but not to be handed in.

Tuesday, May 5              Last class meeting.

Course                            G63.2912   Probability: Limit Theorems II
                                        Spring, 2008   Tuesdays 9:30 - 11:20 am in Room 1302

Instructor                         Prof. C. M. Newman; Office: room 1117, 998-3309
                                        newman-at-cims.nyu.edu;  fax 995-4121 (attn: Prof. C. Newman)
                                        Office hours (note change) Monday, Tuesday 2:00

Text                                 Probability Theory, by S.R.S. Varadhan, Courant Lecture Notes, vol. 7, published by the American Math Society (see  
                                        ww.ams.org/bookstore/clnseries) followed by companion volume
                                        Stochastic Processes (Courant Lecture Notes, vol. 16) - should also be available at the NYU bookstore.

On Reserve                      Will put several probability texts on reserve in CIMS Library.

Problem Sets                    Every two to three weeks; to be handed in and graded; counts for entire course grade; must be handed in before end of class on
                                        due date.

Grader                              To be determined.

Recommended Problems  Most exercises in texts, but not to be handed in.

Tuesday, March 11         Will announce if have substitute lecture.

Course                            G63.2911   Probability: Limit Theorems I
                                        Fall, 2007   Tuesdays 9:30 - 11:20 am in Room 1302 (change from original room)

Instructor                         Prof. C. M. Newman; Office: room 1117, 998-3309
                                        newman-at-cims.nyu.edu;  fax 995-4121 (attn: Prof. C. Newman)
                                        Office hours (note change) Tuesday 11:30 - 12:30, Thursday 1:30 - 2:30

Text                                 Probability Theory, by S.R.S. Varadhan, Courant Lecture Notes, vol. 7, published by the American Math Society (see  
                                        ww.ams.org/bookstore/clnseries).  Expect to cover Chapters 1-4 this term.  (Remaining chapters and material from companion volume
                                        Stochastic Processes [to be published during the Fall] will be in Limit Theorems II.)

On Reserve                      Will put several probability texts on reserve in CIMS Library.

Problem Sets                    Every one to two weeks; to be handed in and graded; counts for 1/3 to 1/2 of course grade; must be handed in before end of class on
                                        due date.

Grader                              Dingyu Yang; for questions about homework grading; email is yang-at-cims.nyu.edu

Recommended Problems  Most exercises in Text, but not to be handed in.

Tuesday, Oct. 16             Will announce if have substitute lecture.

Tuesday, Dec. 11             Will announce if have extra class (possibly in different room).

Final Exam                        Tuesday, Dec. 18 -- in class, written.