SS 9657 - Advanced Probability

 

Announcements (14)


Class Notes


Class Time & Place: M 11:30-12:30 in WSC 267 & 3:30pm-4:20pm in WSC-248.

W 11:30-12:30 in WSC 267


Text Book: None. I will be providing detailed class notes here.


Instructor: Dr. Hristo Sendov


Website: http://www.stats.uwo.ca/faculty/hssendov/


Office: WSC 205


Phone: 519/ 661-2111 x86985


E-mail: hssendov at stats dot uwo dot ca (I will not reply to e-mail sent from address other than a standard university account.)

Please do not ask me math questions over the e-mail. It is much better to discuss mathematics in person.


Office Hours: Wednesdays 2:30-4:30pm; or by appointment.


Evaluation: There will be six assignments, one midterm, and one final exam. The assignments will be worth 24% of the final

grade, the midterm exam---30%, and the final exam---46%.  One may miss the midterm exam only for a valid reason, see

Missed Exams below. In that case the final exam will be worth 76% of the final grade.


Course Outline: The course will cover approximately the following topics


-- Review of Sequences and limits

-- Introduction to measure and integration

-- Random variables and characteristic functions

-- Convergence in distribution, in probability, almost sure convergence, and Lp convergence

-- Slutsky's Theorem and the Cramer-Wold device

-- Conditional expectation



Assignments: The assignments will be posted on the course website. Every Friday I will post homework problems of which

one will be marked and will be due on the dates listed below in my mailbox by 12noon. All problems will be important for the

midterm and the final exam.


Homework 1

posted on January 7

due on January 21


Homework 2

posted on January 14

due on January 21


Homework 3

posted on January 21

due on February 4


Homework 4

posted on January 28

due on February 4


Homework 5

posted on February 4

due on February 18


Homework 6

posted on February 11

due on February 18


Homework 7

posted on February 18

due on March 11


Homework 8

posted on March 4

due on March 11


Homework 9

posted on March 11

due on March 25


Homework 10

posted on March 18

due on March 25


Homework 11

posted on March 25

due on April 7


Homework 12

posted on April 1

due on April 7



Midterm Exam: Thursday, February 17, 2011, 2:30-6:30pm in MC 15B. The last lecture covered on the midterm is

Wednesday, February 9.


Final Exam: TBA


Missed Exams: If a student is unable to meet a course requirement due to illness or other serious circumstances, the student must

provide valid medical or other supporting documentation to the Dean's office as soon as possible and contact his or her instructor

immediately.  It is the student's responsibility to make alternative arrangements with his or her instructor once the accommodation

has been approved and the instructor has been informed. In the event of a missed final exam, a "Recommendation of Special

Examination" form must be obtained from the Dean's Office immediately.  For further information please see:

http://www.uwo.ca/univsec/handbook/appeals/medical.pdf.


A student requiring academic accommodation due to illness, should use the Student Medical Certificate when visiting an off-campus

medical facility.  The form can be found here: https://studentservices.uwo.ca/secure/medical\_document.pdf.

Or, request a Record's Release Form (located in the Dean's Office) for visits to Student Health Services.


Cheating and Plagiarism: Students must write their assigned work in their own words. Whenever students take an idea or a passage

from another author, they must acknowledge their debt by using quotation marks where appropriate and by proper referencing such

as footnotes or citations. Plagiarism is a major academic offence. Scholastic offences are taken seriously and students are directed to

read the appropriate policy, specifically, the definition of what consists a scholastic offence, at the following web-site:

http://www.uwo.ca/univsec/handbook/appeals/scholoff.pdf.