Probability Theory

Math 154 - TuTh 10-11:30 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 I-X of Volume 1 and Chapters I-II 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 in-class midterm, and a take-home 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
12-20 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