Probability Theory
Math 154  TuTh 1011:30 am  507 Science Center
Harvard University  Spring 2011
Instructor:
Curtis T McMullen
(ctm@math.harvard.edu)
Required Text:
 Feller, An Introduction to
Probability Theory and Its Applications ,
Volumes 1 & 2, Wiley.
(Volume 1 is 3rd edition, 2 is 2nd edition).
Topics.
The course will cover selections from Feller, Chapters IX of Volume 1 and Chapters III of Volume 2.
Topics will include:
 Combinatorics, binomial coefficients
 Random walks
 Conditional probability and independence
 Binomial, Poisson and normal distributions
 The central limit theorem
 Continuous distributions
Additional topics will be included as time permits.
This course will include both proofs and methods for solving concrete problems.
Prerequisites.
A previous mathematics course at the level of Mathematics 19ab, 21ab, or higher.
For students from 19ab or 21ab, previous or concurrent enrollment in Math 101 or 112 may
be helpful.
Freshmen who did well in Math 23, 25 or 55 last term are also welcome to take the course.
Students should take at most one of Stat 110 and Math 154.
Reading and Lectures.
Please read the book before coming to class!
Students are responsible for all topics covered in
the readings and lectures. Lectures may go beyond the
reading, and not every topic in the reading will be
covered in class.
Homework. There will be weekly homework assignments.
Late homework will not be accepted.
Collaboration between students is encouraged,
but you must write your own solutions, understand
them and give credit to your collaborators.
Midterm and Final. There will be one inclass
midterm, and a takehome final during reading period.
Grades. The course grade will based on
homework (30%), the midterm (20%) and the final (50%).
Calendar.
25 Jan (Tu)  First class 
1220 Mar  Spring break  no class 
26 Apr (Tu)  Last class 
5 May (Th)  Reading period ends 
Course home page: http://math.harvard.edu/~ctm/math154
