Mathematics 464

Theory of Probability

Fall 2009

Course Homepage

NOTE! Classroom Change: Starting Tuesday,

Sept 1, our regular class meetings will take place in PAS 224

Course Description.

This course is intended to provide an introduction to the theory of probability for the mathematically mature student. Topics to be covered include probability spaces, random variables, various discrete and continuous probability distributions, independence, moments, the weak law of large numbers and the central limit theorem. This course is a prerequisite for other upper division courses on the Theory of Statistics (Math 466) and Applied Stochastic Processes (Math 468).

Prerequisites.

The official prerequisite, Math 322 or 323, is meant to insure that you have the "mathematical maturity" needed for the course. If you have not successfully taken one of these courses you must talk with me.

Day-to-Day Operations.

The class meets Tuesdays and Thursdays from 2 PM to 3:15 PM in room 224 of the Physics & Atmospheric Sciences Building. Our text is Probability – An Introduction by Geoffrey Grimmett and Dominic Welsh. Our plan is to cover the material in Chapters 1-8 of the text. When needed, supplementary material may be introduced and posted on the course website. The schedule of topics and of quizzes and exams, as well as the assignments will be given in the course syllabus. My office hours are Mondays 2-3 pm, Tuesdays 4-5 pm, and Fridays 11 am-Noon. Note that the Friday office hour will be held in the upper division tutoring room (Math East 145).

Course Website: http://math.arizona.edu/~ercolani/math464.html

Office: Mathematics Building, Room 506

Email: ercolani at math.arizona.edu.

Evaluation.

There will be 2 in-class midterm exams and a comprehensive final exam on Thursday, Dec 17 from 2:00 PM to 4:00 PM.

Homework will be assigned approximately bi-weekly. Although the homework will not be collected, there will be regular quizzes comprised of selected problems from the Homework assignments. Quiz dates will be posted in advance on the course website.

The grading scheme is

	number	points	total
quizzes	best 6 of 7	25	150
midterm exams	2	100	200
final exam	1	200	200

total			550

Grades will be given on the usual scale A is 90%-100%, B is 80%-89%, C is 70%-79%, D is 60%-69%, and E is below 60%. If you fail to complete the course due to circumstances unforeseen, then you may qualify for a grade of I, “incomplete'” if all of the following conditions are met:

You have completed all but a small portion of the required work.
You have scored at least 50% on all work completed.
You have a valid reason for not completing the course on time.
You agree to make up the material in a short period of time.
You ask for the incomplete before grades are due - 48 hours after the final exam.

Withdrawal dates:

Last day to drop courses resulting in deletion of course enrollment from record is September 18, 2009.

Last day to drop with a W is October 16, 2009.

Further information is on the Fall 2009 dates and deadlines page posted by the University.

Special accommodations: Students planning to use accommodations for this course should privately identify themselves to the instructor within the first few days of classes. These students must also provide the instructor with a letter of identification from the Disability Resource Center. This letter should include information about any accommodation that will be needed for the class, including accommodations for test taking. Students are also invited to discuss specific issues with the course instructor during regular office hours or by appointment.

Students should take the time to become familiar with the University’s codes for academic integrity and conduct .