Ma/ACM 144a Probability

• General Information
  • Instructor: Nam-Gyu Kang.
  • Lecture: 10:30 TTR // 153 Sloan
  • Office: 282 Sloan
  • E-mail: nkang(at)caltech(dot)edu.
  • Office Hours for the week of Nov 23: 5:00-5:55 M, 10:00-10:55 W, and by appointment.
  • Phone: (626) 395-4350.

• Homework Assignments
  • Homework 1 Target Date: Oct 22 @ 10:30 am.
  • Homework 2 Due Date: Nov 05 @ 10:30 am.
  • Homework 3 Target Date: Nov 19 @ 10:30 am.
  • Homework 4 Due Date: Dec 10 @ 10:30 am.

• Description: Ma144 is the introductory course in probability theory. Topics to be covered first term will include: overview of measure theory, random walks and the strong law of large numbers, characteristic functions and the central limit theorem, the theory of martingales, and Markov chains.
• Policy: The grade for this course will be based on homework assignments. There will be no exams.

• Textbook: R. Durrett. Probability: Theory and Examples, 3rd Edition, Duxbury Press.
• References for measure theory
  • G. B. Folland. Real Analysis: Modern Techniques and Their Applications, Wiley-Interscience.
  • W. Rudin. Real and Complex Analysis, 3rd Edition, McGraw-Hill.
• References for probability theory
  • A. Klenke. Probability Theory: A Comprehensive Course, 1st Edition, Springer.
  • G. R. Grimmett and D. R. Stirzaker. Probability and Random Processes, 3rd Edition, Oxford University Press.
  • L. B. Koralov and Y. G. Sina. Theory of Probability and Random Processes, 2nd Edition, Springer.
  • D. Williams. Probability with Martingales, Cambridge University Press.