640:477:01

MATHEMATICAL THEORY OF PROBABILITY

FALL 2010

Basic information

• Instructor: Professor Eugene Speer
  • Hill Center 520
  • 732–445–2390 Extension 1313
  • speer at math.rutgers.edu

• Office hours:
  • Tuesday and Friday, 9:00–9:40 AM, Murray 114
  • Tuesday, 3:20–4:40 PM, Hill 520
  • Or by appointment or chance in Hill 520

• Detailed course information and policies: As web page and as a PDF file.
• Tentative syllabus: As web page and as a PDF file.
• Homework assignments and solutions: Click here for assignments and solutions.

Final exam.

• The exam is cumulative and will cover the entire semester, with stronger emphasis on material we have covered since the last exam. You will be given a formula sheet, which you can see here in advance, and a copy of the table of values of Φ(x) from page 201 of Ross.
• Here are the review problems for the exam. Here are also some brief answers. The problems are fairly comprehensive but I would suggest that you also review the previous two exams and the review sheets for these. You should also work on Assignment 13, which will not be collected (solutions have been posted).
• We will hold a problem session on Wednesday, December 15, in Hill 425, from 3:00 to 4:30 PM.
• I will hold special office hours on Thursday, December 16, 10:00–11:00 AM, in Hill 520.

Course announcements and supplementary information

• There are the notes on the Poisson process that I promised to post.

Exam 2

• Coverage: The exam will cover, roughly, the material of the course from the previous exam through the material from Section 6.3 which was covered in class on November 9. On the original syllabus, this is through the lecture of November 5. However, although some of Chapter 4 was covered on the previous exam, one cannot really separate this material, so that the exam is best described as covering:
  • Chapter 4, omitting Section 4.8.2, 4.8.3, and 4.8.4;
  • Chapter 5, omitting 5.5.1, 5.6.2, 5.6.3, and 5.6.4;
  • Chapter 6, Sections 6.1, 6.2, and 6.3;
  • Plus any needed material from earlier chapters and any additional material covered in class.

• Problem Session: We will have a problem session on Sunday afternoon, November 14, 3:00-4:300 PM, in Hill Center 525. This is not a review presented by me but a chance for you to ask questions about any material in the course.
• Special office hours: I will hold an office hour in Hill 520 on Monday, November 15, 11:00–12:00.

• Review Problems: here is a set of problems to help you review for the exam, and to give you something to ask questions about at the review. Some brief answers are included so that you can check your work. The sheet also includes a copy of the formulas that you will be given for the exam.

Exam 1

• Coverage: We will cover all the work on the syllabus through the lecture of October 5, that is:
  • Everything we covered before chapter 4;
  • Sections 4.1 through 4.5;
  • Section 4.6, but only through page 139, that is, up to but not including Proposition 6.1;
  • Section 4.9.
• Problem Session: Sunday, October 10, 3:00--4:30, Hill Center 525. This is not a review presented by me but a chance for you to ask questions about any material in the course.
• Review Problems: here is a set of problems to help you review for the exam, and to give you something to ask questions about at the problem session.