MATH6261  Topics in Probability Theory  2022/23
General Information
Lecturer

Professor DeJun Feng
 Office: LSB R211
 Tel: 39437965
 Email:
Time and Venue
 Lecture: 9:30am12:15 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 230113
 Handwriting Note 23023
 Handwriting Note 230210
 Handwriting Note 230217
 Handwriting Note 230224
 Handwriting Note 230303
 Handwriting Note 230310
 Handwriting Note 230317
 Handwriting Note 230324
 Handwriting Note 230331
 Handwriting Note 230414
 Handwriting Note 230421
Assessment Scheme
Class performance, exam  100% 
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:
http://www.cuhk.edu.hk/policy/academichonesty/and thereby help avoid any practice that would not be acceptable.
Assessment Policy Last updated: April 14, 2023 16:03:17