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Some important announcements


Math 7800: Probability I

2022 Fall, Auburn University

Contacts

Lecture Instructor Dr. Le Chen lzc0090@auburn.edu
Class Time and Room TR, 12:30 PM -- 13:45 PM Parker Hall 318
Office hours TR, 16:00 PM -- 16:50 AM Parker Hall 203

Course description

Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. It has been widely used in areas of study such as statistics, finance, artificial intelligence, machine learning, game theory, mathematical physics, etc.

This course is the first course of the two-semester sequential courses -- Math 7800 and Math 7810. In Math 7800 -- Probability I, we will cover the standard materials for the measure-based probability theory, including laws of large numbers and central limit theorems. While in Math 7810 -- Probability II, we will cover some more advanced topics such as martingale theory, Brownian motion, stochastic differential equations, random matrices, etc. These topics may vary from year to year.

Textbook

Coverage

This course will cover topics such as measure-theoretical probability theory, including strong and week laws of large numbers, characteristic functions, central limit theorems. We will follow mostly most parts of the first three chapters of the text book:

Prerequisite

Students obligations and tips

This is a demanding course and it requires a great deal of work from your side. In order to successfully master the material and complete the course, you are expected to


Note: The syllabus was created in April 2022, and it is subject to changes during the semester.


Homework

Test and exam

Attendance

Assessment


Tentative schedule and slides


Gradescope


Honor code

Accessibility

Your success in this class is important to me. We will all need accommodations because we all learn differently. If there are aspects of this course that prevent you from learning or exclude you, please let me know as soon as possible. Together we will develop strategies to meet both your needs and the requirements of the course.

I encourage you to visit the Office of Accessibility to determine how you could improve your learning as well. You can register and make a request for services from the Office of Accessibility. In this case, please do inform me of such requests. See the following link for more information:

Harassment and Discrimination


Auburn University is committed to providing a working and academic environment free from prohibited
discrimination and harassment and to fostering a nurturing and vibrant community founded upon the
fundamental dignity and worth of all its members. Auburn University prohibits harassment of its
students and employees based on protected classes and works to eliminate prohibited behavior from
its academics and employment through corrective measures and education.

The Office of AA/EEO oversees compliance with the Policy Prohibiting Harassment of Students, the
Policy Prohibiting Harassment of Employees, and the Policy on Sexual and Gender-Based Harassment and
Other Forms of Interpersonal Violence.

Protected classes are race, color, sex (which includes sexual orientation, gender identity, and
gender expression), religion, national origin, age, disability, protected veteran status, or genetic
information.

Auburn University also prohibits retaliation against any individual for opposing a practice he/she
reasonably believed to be discriminatory; for filing an internal or external complaint, grievance,
or charge; or for participating in any investigation or proceeding, in accordance with Auburn
University's policies.

Fun stuff in the class

Acknowledgement


© Le Chen, Math 7800 -- Probability I , Auburn, 2022 Fall.