Math 280A, Probability Theory, Fall 2023

Lectures: Mondays, Wednesdays, and Fridays, 4:00-4:50 PM, in Warren Lecture Hall, Room 2111
Instructor: Jason Schweinsberg (jschweinsberg@ucsd.edu)
TA: Yubo Shuai (yushuai@ucsd.edu)

Who should take this course?

Math 280A is the first course in a year-long graduate level probability sequence. This sequence provides a rigorous treatment of probability theory, using measure theory, and is essential preparation for Mathematics Ph.D. students planning to do research in probability. A strong background in undergraduate real analysis at the level of Math 140AB is essential for success in Math 280A. In particular, students should be comfortable with notions such as countable and uncountable sets, limsup and liminf, and open, closed, and compact sets, and should be proficient at writing rigorous epsilon-delta style proofs. Graduate students who do not have this preparation are encouraged instead to consider Math 285, a one-quarter course in stochastic processes which will be offered in the Winter of 2024. See this page for more information on graduate courses in probability, courtesy of Ruth Williams.

Announcements

Students who are not yet certain whether or not they plan to take the course should attend lectures and submit homework until their course schedule has been finalized. Please note that it is problematic to try to join the course after Wednesday, October 4, because the first homework assignment is due on that day.

Here is a link to the course syllabus.
Here is a link to the first homework assignment.
Future homework assignments will be available in Canvas.

Office Hours

Jason Schweinsberg (in 6157 Applied Physics and Mathematics): Mondays 2:00-3:00 PM, Tuesdays 4:00-5:00 PM, Wednesdays 1:00-2:00 PM.
Yubo Shuai (in 4012 Humanities and Social Sciences): Tuesdays 9:00-11:00 AM.

Students are also welcome to make appointments to meet with the instructor outside of regularly scheduled office hours, either in person or over Zoom. Please email the instructor if you are interested.

Textbooks

Here is a link to an electronic copy of the book Probability: Theory and Examples by Rick Durrett, which is the recommended textbook for the course.
Here is a link to an electronic copy of the book A Probability Path by Sidney Resnick, which is an alternate reference for the course material.

The above links should work from the UC San Diego campus. If you want to be able to access these materials from off campus, see the instructions available here.