STAT 5005: Advanced Probability Theory
- Course Instructor: Qi-Man Shao
- Office: LSB 118
- Office Phone: 3943-7055
- Email: qmshao@cuhk.edu.hk
- Web URL: http://www.sta.cuhk.edu.hk/qmshao
- Time and Venue:
12:30 - 15:15 Thursday, LHC 104, Y.C. Liang Hall
- Required Textbook:
Probability: Theory and Examples ,
4th edition, by
Richard Durrett,
published by Cambridge University Press.
- Reference Books:
- Probability and Measure , 3rd edition, by Patrick
Billingsley
- Probability and Measure Theory by
R.B. Ash and C. A. Doleans-Dade
- A Course in Probability Theory , 3rd edition, by Kai Lai Chung
Main topics of this course include:
Measure theory, laws of large numbers, Central limit theorems,
Random walks and Martingales.
Grading Policy
Your course grade is a weighted average of the following
performance scores: Homework 20%, Final exam 80%
Homework Assignments
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Homework 1 (Due 9/18),
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Homework 2 (Due 10/9):
p.13, 1.2.7; p.16, 1.3.1, 1.3.7, 1.3.8; p.23, 1.4.1; p.26, 1.5.3, 1.5.4, 1.5.8, 1.5.10; p.34, 1.6.4, 1.6.10
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Homework 3 (Due 10/23):
2.1.4, 2.1.15, 2.1.17, 2.2.2, 2.2.3, 2.2.7, 2.2.8, 2.3.2, 2.3.3, 2.3.11, 2.3.14, 2.3.15
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Homework 4 (Due 11/6):
2.4.4, 2.5.4, 2.5.5, 2.5.10, 3.1.4, 3.2.2, 3.2.3, 3.2.9, 3.2.13, 3.2.14, 3.3.10, 3.3.21
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Homework 5 (Due 11/20):
3.4.2, 3.4.4, 3.4.6 3.4.7, 3.4.9, 3.4.12, 3.6.8, 3.6.9, 3.6.10, 3.6.11, 3.9.3, 3.9.8
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Homework 6 (Due 11/27):
4.1.3, 4.1.6,4.1.13, 4.1.14, 5.1.5, 5.1.8, 5.1.9, 5.1.11, 5.2.7, 5.3.4
Academic honesty and plagiarism
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. Relevant information can be allocated via: http://www.cuhk.edu.hk/policy/academichonesty/.