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Or: JK Homepage.

Modified:
Tuesday, 02Aug2016
Printed:
Saturday, 25Nov2017

Page:
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Aut2003: MAP6472 5026 PROB.&.POTEN.THEO.1 MWF2 LIT217

This branch of mathematics is the only one, I believe, in which good writers frequently get results entirely erroneous. ... It may be doubted if there is a single extensive treatise on probabilities in existence which does not contain solutions absolutely indefensible.C. S. PEIRCE,

inPopular Science Monthly(1878).

Welcome.
Our Teaching Page
has useful information for students in all of my classes.
It has **my schedule**,
LOR guidelines,
and Usually Useful Pamphlets.
One of them is the
*Checklist* (pdf)
which gives pointers on what I consider to be good mathematical
writing.
Further information is at our
class-archive URL
(I email this private URL directly to students).
We have a
Syllabus (pdf).

For the first semester we used Probability.

Author: | Leo Breiman | ISBN: | 0-89871-296-3 |

Year: | 1992 | Publisher: | SIAM |

For the second semester we decided to switch to

Those enrolling in the 2

The Soldier Problem (pdf), is stated here.

Sarva's home page [as of 2015] (Saravanan Vijayakumaran) has other useful information.

I'd like to see other students solutions here too. You can either email me a link to a webpage that you maintain, OR if you have an account at UFMath, then you can email me the full pathname of the postscript file and make sure that the file is world-readable.

A third possibility is for you to contact Dan or Sarva and ask if one of them could post your solution(s).

An expanded version of my Skorokhod notes (pdf) is now available.

A preliminary version of Conditional probability & conditional measures (pdf) is available. It now has a proof of Doob's optional sampling theorem for Martingales, and Doob's proof of the MCT. It also also some solutions from the below exam; in particular, it has the Doob Decomposition thm for subMGs.

I have augmented the Markov chain notes (pdf).

The

Spr2004: MAP6473 4810 PROB.&.POTEN.THEO.2..MWF7 FLO100

Our textbook is Probability and
Measure (3^{rd} edition).

Author: | Patrick Billingsley | ISBN: | 0471007102 |

Year: | 1995 | Publisher: | Wiley, John & Sons |

Here are the h1a (pdf). and h1b (pdf) homework assignments.

Problem-set h2 (pdf) is due Monday, 26Jan2004.

Homework h6 (pdf) is due Friday, 20Feb2004.

Here is the enjoyable exam mostly on characteristic fncs (pdf) for your thinking pleasure.

Please send me corrections to this claimed solution sheet to exam B (pdf)

- Continuing Martingale (Gambling systems) theory. Markov theory.
- An introduction to Brownian motion.
- Entropy, and the uses of entropy in Probability theory.
- Dynamical-systems ideas in Probability theory.
- Probabilistic number theory (Erdos style).
- Probabilistic methods in combinatorics.
(The
Uneducated Soldiers Problem

is an example.)