### MATH 3235 Probability Theory

### Spring 2020

### MW 4:30 - 5:45 Skiles 169

### Office Hours: MW 2:00 - 3:00, Skiles 133b

The course will introduce the basic notion of probability theory. The focus will be both on mathematical
derivation and on the discussion of applications. The course is meant to be the first of a two courses series
on Probability and Statistics.

The text that will be used is:

Geoffrey Grimmet & Dominic Welsh, **Probability. An Introduction**,
2nd ed., Oxford

The syllabus can be found here. See also the development of this class in
Spring 2019.

There will be two midterm.

The exercise listed are for HW collection. I will collect them
every othewr week and grade 2 or 3 exercises among the one assigned.

The final grade will be based on the following rules: 45%
final, 40% midterms, 15% HW. Curving will be done on the final result.
The possibility of personal project will be
discussed later during the class.

The first midterm is tentatively scheduled for **Wednesday February 19** and the
second on **Wednesday March 11**.

**First week.**

Material covered: Chapter 1 sections 1.1 to 1.6.

Exercises: 1.10, 1.17, 1.21, 1.27, 1.30.

**Second week.**

Material covered: Chapter 1 sections 1.7 to 1.10, Chapter 2 sections 2.1, 2.2.

Exercises:1.44, 1.52.

Problems: 9, 14, 17.

Solution set for the first HW.

**Third week.**

Material covered: Chapter 2 sections 2.3 to 2.5.

Exercises: 2.10, 2.11, 2.38.

Problems: 4, 7.

**Fourth week.**

Material covered: Chapter 3.

Exercises: 3.8, 3.25, 3.42.

Problems: 4, 7.

Solution set for the second HW.

**Fifth week.**

Material covered: Chapter 4.

Exercises: 4.18, 4.41.

Problems: 5.

**Sixth week.**

Material covered: Chapter 5.

Exercises: 5.13, 5.18, 5.30, 5.32, 5.54.

Problems: 7, 11

The first midterm will be on Wednesday February 19. It will cover Chapter 1 to 5 of the book. Here is some practice material from previous years thanks to prof. Houdré: Spring 18, Fall 18 and Spring 19 . On Monday February 17 we will have a review class for the midterm.

**Seventh week.**

Midterm review and midterm.

Solution set for the first midterm.

Solution set for the third HW.

**Eighth week.**

Material covered: Chapter 6 sections 1 to 4.

Exercises: 6.14, 6.26, 6.36, 6.45.

**Nineth week.**

Material covered: Chapter 6 sections 5 to 8.

Exercises: 6.55, 6.61, 6.70, 6.80.

Problems: 6, 20

The second midterm will be on Wednesday March 11. It will cover up to Chapter 6 and concentrate on Chapter 5 and 6 of the book. Here is some practice material from previous years thanks to prof. Houdré: Spring 18, Fall 18and Spring 19 .

Here are few examples of well written final projects.

Solution setfor the forth HW and fifth HW.