## MATH 6605 - PROBABILITY THEORY

### WINTER 2008

The main theme of this course is to study notions of convergence in
(measure-theoretic) probability theory, with an emphasis on statistical
applications. The goal is to cover the main limit theorems: WLLN, SLLN
(weak and strong laws of large numbers) and CLT (central limit theorem)
for real-valued random variables, and to look at the counterparts of these
for stochastic processes.

** Instructor: ** Hanna Jankowski

** E-mail: ** hkj[at]mathstat.yorku.ca

Please include "[6605]" in the subject of your e-mail.
Also, plain text messages only, no html.

** Office: ** N621B Ross

** Office hours: **
Wednesdays 1-2pm, or by appointment. No
drop-ins, please.

[Syllabus] Updated April 2.

### Announcements:

- [April 25] I have just submitted the final grades online. Sorry for
the delay, but it was beyond my control.
- [April 3] I have just finished writing the final... and can hence
answer Lindsay's question: of the 8 questions on the final, 50% of
which are from post-midterm material. You will need to answer (any) 7 of
the 8 questions.
- [April 2] There will be no class this Friday, however, I will be in my office during the regular class time, in case you have any questions that you'd like
to go over. Also, I will have additional office hours from 1-3pm on Monday, April 7th.
- [March 31] Our final exam is on April 8th, 10am-noon, in VH 2005.
- [March 31] During Wednesday's class I will work some
problems/examples. Please let me know if there is anything in particular
that you would like me to look over.

### Exercises and Assignments:

[Exercises 1] This is a list of the exercises (of varying difficulty)
that I've been mentioning during the lectures, plus some extras. Updated
Jan.16 - no more updates.

[Exercises 2]. Updated Feb.6 - no more updates.

[Exercises 3]. Updated March 10 - no more updates.

[Exercises 4]. Updated March 24 - no more updates.

[Exercises 5]. Updated March 31 - no more updates.

[Lecture Notes]. Updated March 31.

**Assignment 1:** Problems
5,6,8,9,10,12,and 14 from Exercises 1 above. Due: January 28th, 2008.

** Assignment 2:** Questions
2,4,5,7, 8, 12, 13 and 14 from Exercises 2 above, due February 20th.

** Assignment 3:** Questions
3,5,6,8,10, 11, 12, and 14 from Exercises 3 above, due March 17th.

** Assignment 4:**
Your last assignment will be due on Monday, March 31st. Questions 2, 3,
5, 7, 8, and 9 from Exercises 4 above, plus Exercises 2, 3 from the
Lecture Notes.

Reminder: All assignments are due
at the **beginning** of
lecture, no late assignments will be accepted.