NJIT HONOR CODE

All Students should be aware that the Department of Mathematical Sciences takes the NJIT Honor code very seriously and enforces it strictly.  This means there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams.  Under the Honor Code, students are obligated to report any such activities to the Instructor.

 

Mathematics 668-102:

Probability Theory

SPRING 2009

Course Schedule Link

 

 

»      Instructor:  Prof. Bhattacharjee

»      Textbook:  A Course in Probability Theory (3rd. ed.) by Kai Lai Chung; Academic Press, ISBN: 0-12-174151-6.

»      Grading Policy:  The final grade in this course will be determined as follows:

       Homework:

 

30%

       Midterm Exam:

 

30%

       Final Exam:

 

40%

Please note that the University Drop Date March 30, 2009 deadline will be strictly enforced.

 

»      Homework Policy:  Homework will be assigned in class. Late homework will not be accepted.

»      Exam Policy:  All exams are in class and are closed book.

 

 

 

 

 

 

MATH DEPARTMENT CLASS POLICIES LINK

All DMS students must familiarize themselves with and adhere to the Department of Mathematical Sciences Course Policies, in addition to official university-wide policies. DMS takes these policies very seriously and enforces them strictly. For DMS Course Policies, please click here.

 

January 19, 2009

M

Dr. Martin Luther King Jr. Holiday ~ University Closed

March 16-22, 2009

M-F

Spring Recess ~ No Classes Scheduled

March 30, 2009

M

Last Day to Withdraw from Classes

April 10, 2009

F

Good Friday ~ University Closed

May 5, 2008

T

Classes Follow a Friday Schedule, Last Day of Classes

 

 

Course Outline:

 

WEEK

DATES

TOPICS

SECTIONS

1-3

Jan.21

Jan.28

Feb.4

Measure And Integration,

Probability Spaces,

Independence

 

4-6

Feb.11

Feb.18

Feb.25

Borel-Cantelli And Other 0-1 Laws,

Lp-Spaces,

Useful Probability And Moment Inequalities

 

7-8

Mar.4

Mar.11

Types Of Convergence (In Probability, Almost Sure, In  Distribution),
Weak Laws Of Large Numbers (Wllns)

 

 

 

 

9

Mar.18

SPRING RECESS:  March 16–20, 2009 ~ NO CLASSES SCHEDULED

 

 

 

10

Mar.25

MIDTERM Exam:  Wednesday ~ March 25, 2009

 

»      March 30, 2009:    (M)    LAST DAY TO WITHDRAW FROM THIS COURSE

11

Apr.1

Strong Law Of Large Numbers (Sllns) And Related Theorems

 

12-13

Apr.8

Apr.15

Conditional Probability And

Conditional Expectation

 

14-15

Apr.22

Apr.29

Discrete Time Martingales And Applications

 

 

FINAL EXAM WEEK:  May 7 – 13, 2009

 

Prepared By:  Prof. Manish Bhattacharjee

Last revised:  January 16, 2009