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Mathematics 523

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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340 views

Mathematics 523

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.

Uploaded by

fatcode27
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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4/13/12 Mathematics 523

Math 523-Probability (Fall 2010)


Instructor: Xia Chen

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

Email: [email protected]

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).

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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.

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