Math 407: Probability Theory
Fall 2006

Instructor: Sharad Goel
Email: sharadg AT usc DOT edu
Office:
Denney Research Center (DRB), Room 318

Time & Location: MWF 10 - 10:50, WPH 102
Office Hours: M 2-4, W 2-3, and by appointment

Teaching Assistant: Oleksandr Lytvak
Discussion Sections: TR 11 - 11:50 (KAP 165), TR 12 - 12:50 (KAP 113)
TA Office Hours: T 1-2, W 1-3 (Math Center)

Textbook: A First Course in Probability, 7th Edition, S. Ross

Material: This course introduces the basic elements of probability theory: probability spaces, conditional probability, independence, various discrete and continuous distributions, properties of expectation, the law of large numbers, and the central limit theorem (CLT). We will cover approximately the first eight chapters of the text.

Grading: (grades posted on Totale)

Homework 15% Approximately 8 assignments; no late homework allowed
Quizzes 25% Given periodically in discussion section
Midterm 25% Wednesday, October 11, in class (solutions)
Final 35% Monday, December 11, 8-10 am (solutions)

Homework Assignments:

HW 1: Due Tuesday, August 28 (in discussion section)
Chapter 1 -- Problems: 2, 5, 9, 17, 18 -- Theoretical Exercises: 5, 6, 8, 9, 13

HW 2: Due Thursday, September 14 (in discussion section)
Chapter 2 -- Problems: 3, 8, 10, 23, 37, 43 -- Theoretical Exercises: 5, 11, 12, 19

HW 3: Due Tuesday, October 3 (in discussion section)
Chapter 3 -- Problems: 10, 20, 28, 47, 62, 70 -- Theoretical Exercises: 1, 11, 22, 28

HW 4: Due Tuesday, October 24 (in discussion section)
Chapter 4 -- Problems: 13, 20, 30, 40, 41, 54, 74, 75, 79 -- Theoretical Exercises: 21, 27

HW 5: Due Tuesday, November 14 (in discussion section)
Chapter 5 -- Problems: 1, 4, 8, 11, 15, 16, 20, 32, 34 -- Theoretical Exercises: 7, 12, 14

HW 6: Due Wednesday, November 22 (in class)
Chapter 6 -- Problems: 1, 8, 10, 12, 13, 18, 20, 30, 33, 34 -- Theoretical Exercises: 3

HW 7: Due Thursday, November 30 (in discussion section)
Chapter 7 -- Problems: 1, 6, 7, 13, 22, 30, 31, 48 -- Theoretical Exercises: 1, 19