Math 6040-1, University of Utah, Fall 2008
Mathematical Probability: Course Syllabus

Instructor: Davar Khoshnevisan (Contact Information | Office Hours)
Time/Place: MW 9:30-11 am: JWB 240.
Text: Probability, Davar Khoshnevisan, American Math. Society, New York, 2002.
Pdf file made available to registered students upon request.
Course Description: This is a first-year course in mathematical probability. Topics:
  • Elementary probability (possibly covered);
  • measure and integration;
  • independence;
  • the central limit theorem;
  • martingales;
  • Brownian motion;
  • stochastic calculus.
Grading: Weekly assignments (50% total); one final exam (50%). This is a prelim course, so grading is taken very seriously.
Homework: Posted weekly; see below.


syllabus | homework | electronic resources | drop/withdrawal dates | ada | disclaimer
155 South 1400 East, Room 102, Salt Lake City, UT 84112-0090, Tel:+1 801 581 3896, Fax:+1 801 581 4148