2023-Fall Probability Theory (MATH531-01) The course syllabus

1.Course Information

Course No. MATH531 Section 01 Credit 3.00
Category Major elective Course Type Classroom Course prerequisites
Postechian Core Competence
Hours MON, WED / 11:00 ~ 12:15 / MathBldg[206]Lecture Room Grading Scale G

2. Instructor Information

Kim Kunwoo Name Kim Kunwoo Department Dept. of Mathematics
Email address kunwoo@postech.ac.kr Homepage https://sites.google.com/view/kunwookim
Office Office Phone 054-279-2327
Office Hours TBA

3. Course Objectives

This is the basic graduate course in probability theory and we will learn the basic tools and topics of modern probability theory based on measure theory.

4. Prerequisites & require

Recommended: Math 514 Real Analysis 1

5. Grading

HW 20%, Mid-term 35%, Final 45%.

6. Course Materials

Title Author Publisher Publication
Year/Edition
ISBN
Probability: Theory and Examples (Version 5) Rick Durret 0000

7. Course References

The textbook is "Probability: Theory and Examples (Version 5)" by Rick Durret. The version 5 can be downloaded on the author's website: https://services.math.duke.edu/~rtd/PTE/PTE5_011119.pdf ).

References
Probability and Measure by Billingsley
Probability with Martingales by Williams
Probability by Khoshnevisan

8. Course Plan

Basically we will cover chapters 1-5 of the textbook. The topics are the following:
- Basic concepts of probability theory: random variables, expectations, variance, independence.
- Law of large numbers
- Central limit theorems
- Martingales
- Markov chains (if time permits)

9. Course Operation

이론강의

10. How to Teach & Remark

11. Supports for Students with a Disability

- Taking Course: interpreting services (for hearing impairment), Mobility and preferential seating assistances (for developmental disability), Note taking(for all kinds of disabilities) and etc.

- Taking Exam: Extended exam period (for all kinds of disabilities, if needed), Magnified exam papers (for sight disability), and etc.

- Please contact Center for Students with Disabilities (279-2434) for additional assistance