INSTRUCTOR. Prof. Irene Hueter, Rm 4214-07, The Graduate Center, City University of New York, 365 Fifth Avenue, New York, NY, Phone (212) 817-8575, and also, Rm 4-255 Vertical Campus, Baruch College, Phone (646) 312-4169, Fax (646) 312-4111,
irene_hueter@baruch.cuny.edu , http://faculty.baruch.cuny.edu/ihueter/.OFFICE HOURS. Mondays 3:15-4:15 pm, Wednesdays 1:00-2:00 pm, and by appointment. The Graduate Center, Room 4214-07, Phone: (212) 817-8575.
PREREQUISITE. A real analysis course or background is a prerequisite for the course. The textbook has an appendix of measure theory.
COURSE CONTENTS. The aims of this course are an introduction to the basic concepts in probability and stochastic processes and to convey how these techniques contribute in other fields and sciences. The core topics include: Laws of large numbers, central limit theorems, Stein-Chen method, random walks, martingales, Markov chains, and if time permits, Brownian motion and/or some special topics, for example, in stochastic geometry or random graphs.
TEXT. Richard Durrett, Probability: Theory and Examples, Second Edition, Duxbury Press, Belmont, CA, 1996, ISBN 0-534-24318-5. The book is available at www.amazon.com (click here). The Third Edition just appeared in 2004. Some material may be drawn from various other sources. This book along with several others shall be put on reserve in the Mina Rees Library during the semester.
INSTRUCTIONAL FORMAT. The course will in large parts consist of lectures by the instructor. Some time will be devoted to presenting the solutions to homework problems. Any student who likes may prepare and give a class presentation about a related topic of interest and deeper study at the end of the course. Appropriate topics will be suggested by the instructor or/and should be discussed with the instructor in advance.
HOMEWORK. Homework will be assigned (click here) weekly.
GRADE. Based on homework solutions and class participation, including presentation (if any).