UofU Math 6040 F'04

The
University of
Utah

Mathematics 6040: Mathematical Probability Fall 2004

	Time and Place. MWF 11:50-12:40 p.m. LCB 323 Text Information Pre-requisites. Math 6210 and/or a real committment to learn Instructor. Davar Khoshnevisan Office hours Contact information

Course

Ordinarily, this is a first-year Ph.D. course in mathematical probability. However, depending on the makeup of this particular group, I might offer a more leisurely version this year. Topics: Elementary probability (possibly covered); measure and integration; independence and the law of large numbers; weak convergence and the central limit theorem; martingales; Brownian motion; and stochastic calculus (time-permitting).

Grading

Weekly assignments (50% total) and a take-home final (50%). Late homework will not be accepted. This is a prelim course, so grading is taken very seriously.

Homework

(List of Assignments )

ADA

The Americans with Disabilities Act (web link) requires that reasonable accomodation be provided for students with physical, sensory, cognitive, systemic, learning, and psychiatric disabilities. For further details, contact the instructor at the beginning of the term.