what is this pictureStatistics 2111 - Probability Theory


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Instructor: Bálint Virág
firstname@math.toronto.edu, no accents, first name is Balint.
Office hours: Tuesday10-11 or by appointment
Earth Sciences 4145

Text: Probability: Theory and Examples by Rick Durrett
Prerequisite: Real analysis (measure theory is not a prerequisite this year)
Lectures:     Tuesday  9-10 Bahen 6183 
                    Thursday 9-11 Bahen 6183
Grading: assignments (40%), midterm exam (20%) final exam (40%).

Final Exam: 13-DEC-07, SS 2105, 9:00 -- 12:00, Sidney Smith Hall

Stat 2211, the second (spring) half of the class, will be taught by Omer Angel, Tu 2-4 and W1-2. Email him at angel at math if you have a conflict.
Assignment grade complaints, should be addressed to the TA in the special office hours reserved for this. This will take place Friday Dec 7, 9-12 in SS2116 and then 12-1 in SS2133. Sign up for slots on Thursday, Dec 6 during class.

Office hours before exam: Monday (Dec 10) 3-4, Tuesday 9-11, Wednesday 3-4.

Syllabus for first semester

Durrett Chapters 1,3,4 and appendix on measure theory
Topics covered: Kolmogorov 0-1 law, Borel-Cantelli Lemmas, laws of large numbers,
Kolmogorov 3-series theorem,  martingales, martingale convergence theorem, martingale maximal
inequalities, random walks, recurrence and transience, Markov chains.


Assignments
links work only for assignments that have been posted.

Here are some nice notes on Markov Chains by Yuval Peresi

hw1
hw2 (note: actual due date is October 9)
hw3 (note: Problem 5 corrected)
hw4
hw5

Martingale exercises: work on the problems in section 4.1 and 4.2 in Durrett