Math 4700 – Special Topics in Mathematics: Probability Theory with Applications

Lecture Time: 2:00pm3:50pm (TR)   Location: Aspen Hall Middle 721

Partially based on Textbook: Knill, Probability Theory and Stochastic Processes with Applications

Instructor: Mei Yin   mei.yin@du.edu
   Office and Office Hours: Aspen Hall Middle 713B, 10:30am12:00pm (TR), or by appointment

Tentative Calendar:

The Week Of
Material Covered
January 5January 9
Basic Concepts: Probability Spaces, Random Variables, Independence
January 12January 16
Basic Concepts: Calculating Probabilities, Expectation
January 19 January 23
Basic Concepts: Theorems of a.s. Convergence
January 26 January 30
Basic Concepts: Characteristic Functions, Convergence in Distribution
February 2 February 6
Basic Concepts: Conditional Probabilities, Conditional Expectation
February 16February 20
Selected Topics: Exponential Random Graph Models
February 23 February 27
Selected Topics: Introduction to Statistical Mechanics
March 2March 6
Selected Topics: Dirichlet Forms and Symmetric Markov Processes
March 9 March 13
Last Day of Classes: March 10. Review.
 
Grading: Your final grade for the course will be determined based on a numerical weighted average calculated as follows: Homework 30% Midterm 30% Final Exam 40%.

Homework: There will be three homework sets, due at the beginning of the class on Tuesdays January 20, February 3, and March 3.

Midterm: A take-home midterm will be given, with a tentative due date on Friday, February 13.

Final: A take-home final will be given, with a tentative due date on Friday, March 13.

Students with Disabilities: If you qualify for academic accommodations because of a disability or medical issue, please submit a faculty letter to me from Disability Services Program (DSP) in a timely manner so that your needs may be addressed. DSP determines accommodations based on documented disabilities / medical issues. DSP is located on the 4th floor of Ruffatto Hall, 1999 E Evans Ave, 303-871-2278. Information is also available online at http://www.du.edu/disability/dsp; see the Handbook for Students with Disabilities.

Honor Code: Follow the Honor Code in all activities related to this course. Incidents of academic misconduct will be reported to and investigated by the Office of Student Conduct.