Math 6040-1, University of Utah, Fall 2012
Mathematical Probability: Course Syllabus

Instructor: Davar Khoshnevisan (Contact Information | Office Hours)
Time/Place: MW 9:20-10:35 am: LCB 323.
Text: Probability, Davar Khoshnevisan, American Math. Society, New York, 2002.
Pdf file made available to registered students upon request.
Course Description: This is a first-year course in foundations of probability. Topics include:
  • Elementary probability;
  • measure and integration;
  • independence;
  • the central limit theorem;
  • martingales;
  • Brownian motion;
  • stochastic calculus (possibly covered).
Grading: Weekly assignments (75% total); one final exam (25%; on the last lecture of the semester). This is a prelim course, so grading is taken very seriously.
Homework: Posted weekly; see below.


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