Syllabus
MTH 664 – Probability Theory I
Course credits: 3.0
Place and time: MWF 3:00pm to 3:50pm, and M 5:00pm to
5:50pm, room WNGR 285.
Schedule: Lecture 1: Jan. 7 at 3 Lecture 2: Jan. 9 at 3 Lecture
3: Jan. 11 at 3 Lecture 4: Jan. 14 at 3 Lecture 5: Jan. 14 at 5
Lecture 6: Jan. 16 at 3 Lecture 7: Jan. 23 at 3 Lecture 8: Jan.
25 at 3 Lecture 9: Jan. 28 at 3 Lecture 10: Jan. 28 at 5
Lecture 11: Jan. 30 at 3 Lecture 12: Feb. 4 at 3 Lecture 13:
Feb. 4 at 5 Lecture 14: Feb. 6 at 3 Lecture 15: Feb. 8 at 3
Lecture 16: Feb. 11 at 3 Lecture 17: Feb. 11 at 5 Lecture 18:
Feb. 13 at 3 Lecture 19: Feb. 18 at 5 Lecture 20: Feb. 20 at 3
Lecture 21: Feb. 22 at 3 Lecture 22: Feb. 25 at 3 Lecture
23: Feb. 27 at 3 Lecture 24: March 1 at 3 Lecture 25: March
4 at 3 Lecture 26: March 4 at 5
Instructor: Yevgeniy Kovchegov
Email: kovchegy@math.oregonstate.edu
Office: Kidder 368C
Office Phone No: 7-1379
Office Hours: W 10:00am-1:00pm
Homework: There will be five homework assignments in this
course.
The final grade is going to be based on the results of homework
assignments and a take home final exam
Prerequisites: MTH 411 or MTH 511 or equivalent
Textbook: A Basic Course in Probability Theory by Rabi
Bhattacharya and Edward C. Waymire
Learning goals: General theory of probability measures and
random variables, including weak convergence, characteristic
functions, central limit theory, conditional expectations,
martingales.
The course will cover the following topics:
• Introduction.
• Review of non-measure theoretic probability.
• Classical probability.
• Measure theory.
• Integration. Radon-Nikodym derivative.
• Modes of convergence.
• Product spaces. Statistical independence.
• Probabilistic inequalities. Laws of Large Numbers.
• Fourier transform. Plancherel's Theorem. Characteristic
functions.
• Central Limit Theorem.
• Martingales and stopping times.
STUDENTS WITH DISABILITIES:
Accommodations are collaborative efforts between students,
faculty and Disability Access Services (DAS). Students with
accommodations approved through DAS are responsible for
contacting the faculty member in charge of the course prior
to or during the first week of the term to discuss accommodations.
Students who believe they are eligible for accommodations but
who have not yet obtained approval through DAS should contact
DAS immediately at 737-4098.
http://ds.oregonstate.edu/home/index.php
ACADEMIC HONESTY AND STUDENT CONDUCT:
Students are expected to be familiar with Oregon State University's
Statement of Expectations for Student Conduct. Please review this
statement at the following web link:
http://oregonstate.edu/admin/stucon/achon.htm