- Instructor:
- Richard Davis , Dept of Statistics

102A Statistics, 1-7321

rdavis@stat.colostate.edu - Teaching Assistant:
- Sarah Streett

305 Statistics, 1-3778

streett@stat.colostate.edu **Time:**- MW: 11-11:50, 104D Eng
- T: 4:10-5:00, 102D Eng
- W: 4:10-5:00 005 STAT
- R: 8:00-8:50 005 STAT

**Office hours:**

- MW: 10-11:00 (Sarah)
- T: 3-4:00 (Sarah)

**Catalog Description:** 04(4-0-0). Measure theoretic probability, characteristic functions; convergence; laws of large numbers; central limit theorem, extreme values, asymptotic theory.

**Prerequisite:** ST 520 and M 517.

**Required Text:** *A Probability Path, *by S. Resnick, Birkhäuser, Boston

Other References:

- Billingsley, P.
*Probability and Measure, 3rd edition* - Breiman, L.
*Probability* - Chung, K.L.
*A Course in Probability Theory* - Doob, J.L.
*Stochastic Processes* - Loeve, M.
*Probability Theory* - Feller, W.
*Introduction to Probability Theory and Its Applications, Vol 1 & Vol 2* - Shiryayev, S.
*Probability*

- Topics to be Covered in Resnick:
- Chapters 1-9, and parts of 10 (10.1-10.5) time permitting.
- Midterm Schedule:
- Midterm 1: February 24, 3-5:00 or 4-6:00. (Covers through Chapter 4)
- Midterm 2: April 12, 3-6:00 or 4-7:00. (Covers Chapters 1-6)
**Final Exam:**May 8; 9-12:00 (Rm 005 STAT)**Course Assignments:**- HW 1 (Due 1-26) p20-27: 1, 3, 5, 8, 12, 14, 15, 16, 18, 20, 21, 22, 27
- HW 2 (Due 2-2) p20-27: 17, 24, 29, 30, 31, 34, 35, 41, 42; p63: 1, 2, 5, 11, 16
- HW 3 (Due 2-9) p63-: 3, 6, 8, 11, 12, 13, 14, 22; p85: 2, 3, 4, 7, 8
- HW 4 (Due 2-16) p85: 6, 9, 11, 12, 13, 15, 19, 20, 25; p110: 1, 4, 5
- HW 5 (Due 2-23) p110-: 6, 7, 8, 9, 10
- HW 6 (Due 3-15) p110-: 13, 16, 17, 18, 19, 21, 25, 26, 28
- HW 7 (Due 3-22) p110-: 23; p155: 3, 6, 7, 8, 13, 29
- HW 8 (Due 3-29) p155: 15, 16, 23, 24, 30, 36, 37, 38
- HW 9 (Due 4-5) Show X_n \to X a.s. iff for every \epsilon>0, P(|X_n-X| > \epsilon, i.o.) = 0.
- p.155: 5, 9, 11, 19, 22; p.195: 1(a-c), 12, 13, 14
- HW 10 (Due 4-19) p.196: 3, 5, 11 a,b,c,e, 31, 33; p.234: 4,6
- HW 11 (Due 4-26) p.234: 8, 11, 13, 14, 15; p.282: 1, 5b, 7, 10
- HW 12 (Due 5-3) p.282: 12, 13, 20, 36; p.321: 2, 6, 10, 16, 32

**Grading:**

Homework |
20% |

Exams 1 and 2 |
40% |

Final Exam |
40% |

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