STA 703 Advanced Probability

Probability spaces, extension theorem, random variables; independence, conditional probability, conditional expectation; laws of large numbers, law of the iterated logarithm; convergence in distribution; characteristic functions; central limit theorems; martingales.

Fall Semester 2015

Text

Richard Durrett, Probability: Theory and Examples

Instructor

Ruriko Yoshida, Associate Professor of Statistics

  • Office: 325D MDS
  • Phone: (859) 257-5698
  • E-mail: ruriko.yoshida@uky.edu
  • Office Hours: T 1:50 PM - 2:40 PM and F 1:00PM - 1:50PM

Time and Place for STA703, Fall Semester 2015

  • TR 12:30 pm - 1:45 pm, 335 MDS

Course Website

www.polytopes.net/courses/STA703F15

Syllabus For STA 703

See PDF.

Schedule

  • Midterm Thurs October 29th 2015
  • FinalThurs December 10th 2015

Exam

Homework

  • HW0 HW 0 Due: Thurs Sept 3rd 2015
  • HW1 HW 1 Due: Thurs Sept 10th 2015
  • HW2 HW 2 Due: Thurs Sept 17th 2015
  • HW3 HW 3 Due: Thurs Sept 24th 2015
  • HW4 HW 4 Due: Thurs Oct 1st 2015
  • HW5 HW 5 Due: Thurs Oct 8th 2015
  • HW6 HW 6 Due: Thurs Oct 15th 2015
  • HW7 HW 7 Due: Thurs Oct 22nd 2015
  • HW8 HW 8 Due: Thurs Nov 12th 2015
  • HW9 HW 9 Due: Thurs Nov 19th 2015