MATH6261 - Topics in Probability Theory - 2022/23

General Information

Lecturer

• Professor De-Jun Feng
  • Office: LSB R211
  • Tel: 39437965
  • Email:

Time and Venue

• Lecture: 9:30am-12:15 noon, LSB, R222

Course Description

This course presents the modern probability theory based on the measure theory. We introduce probability spaces, random variables, different notions of convergence, law of large numbers, central limit theorems, random walks, martingales, and Brownian motion.

References

• Rick Durrett, Probability: theory and examples. Cambridge University Press, Fourth edition, 2010.
• Kai Lai Chung, A course in probability theory. Third edition, 1968
• David Williams, Probability with Martingales. Cambridge University Press, 1991.
• Patrick Billingsley, Probability and measure. Second edition. John Wiley & Sons, Inc., New York, 1986.

Lecture Notes

• Handwriting Note 23-01-13
• Handwriting Note 23-02-3
• Handwriting Note 23-02-10
• Handwriting Note 23-02-17
• Handwriting Note 23-02-24
• Handwriting Note 23-03-03
• Handwriting Note 23-03-10
• Handwriting Note 23-03-17
• Handwriting Note 23-03-24
• Handwriting Note 23-03-31
• Handwriting Note 23-04-14
• Handwriting Note 23-04-21

Assessment Scheme

Honesty in Academic Work

The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:

and thereby help avoid any practice that would not be acceptable.