Math 6040: Mathematical Probability, Fall 2015

Time and place: 3:00--4:30 MW, 8/24 to 12/9 except for 9/7, 10/12, and 10/14, in JTB 110.

Instructor: S. Ethier (Prof.), 581-6148, Office hours are 2:00--2:50 and 4:35--5:00 MW. Other times are available by appointment.

Text: Rick Durrett's Probability: Theory and Examples, available free online at Also available in hardcover at Amazon for $68.93.

Prerequisite: Math 6210 or familiarity with same.

Grades: Based on problem sets and a take-home final exam.

Expected learning outcomes: This is a first rigorous course in probability. The student who completes it successfully will understand how to prove basic results in probability related to the strong law of large numbers, the central limit theorem, conditional expectations, martingales, and Brownian motion.

Take-home final exam, corrected 12/11.