COURSE INFORMATION
STAT/MATH $605$, Spring $2008$

Instructor: Markos Katsoulakis, $LGRT-1423G$ , tel.# $5-1331$
e-mail: markos@math.umass.edu


Office Hours: By appointment.

Textbook: Probability, 2nd Edition by A. N. Shiryaev, Springer 1996.

Prerequisites: Instructor's permission.

Tests: One final, worth $1/2$ of the final grade.

Homework: Homework will be assigned weekly and will count as 1/2 of the final grade.

Material:
(a) Probability and Measure Theory: Chapter $2$.
(b) Convergence of probability measures: Chapter $3$ .
(c) Sequences and Sums of Independent Random Variables: parts of Chapter $4$.
(d) Stationary Random Sequenes: parts of Chapters $5$ and $6$
(e) Martingales: Chapter $7$.
(f) Markov Chains: Chapter $8$

HOMEWORK 5 Due 5/14/08
Sec 8.1: 1, 2, 3, 4.
Sec 7.1: 1, 2, 4, 5, 6, 7.
Sec 7.2: 2, 4, 5.
Sec 7.4: 2.

HOMEWORK 4 Due 5/1/06
Sec 4.3: 1, 2.
Sec 4.2: 3.
Sec 2.7: 1, 2, 3, 5.

HOMEWORK 3 Due 4/15/08
Sec 2.12: 1, 2, 5, 9.
Sec 3.1: 5, 8.
Sec 3.2: 2, 3.
Sec 3.3: 2, 4, 5.

HOMEWORK 2 Due 3/13/08
Sec 2.4: 7.
Sec 2.6: 5, 8, 10, 11, 13, 14, 18.
Sec 2.10: 1, 3, 7, 11.

HOMEWORK 1 Due 2/14/08
Sec 2.1: 2, 3, 6.
Sec 2.2: 1, 2, 3, 4.
Section 2.3: 1, 2, 3, 6.