Math 461, Introduction to Probability Theory (Fall 2018)


Instructor: Pierre Albin

Office: Illini Hall 237

Email: palbin [at] illinois .edu

Lectures: TR 11-12:20 Altgeld 245

Office Hours: W 14:30-16:30

Web page:

Text: Ross, A First Course in Probability Theory.

Assignments: There will be homework each week.You are allowed (and encouraged) to work with other students while trying to understand the homework problems. However, the homework that you hand in should be your work alone. Late homework will not be accepted, but the two lowest scores will be dropped.

Exams: There will be three midterms in lecture and a final. We will drop the lowest midterm score.
First midterm September 27, covering chapters 1-3
Second midterm October 18, covering chapter 4
Third midterm November 27, covering chapters 5-6
Final exam Wednesday Dec 19, 8-11 am

Holidays: Classes begin on August 27 and end on December 12. There will be no classes on:
Labor Day, September 3
Thanksgiving break, November 19 - November 23

Grading percentages:
Problem sets (20%)
Each Midterm (20%)
Final exam (40%)

Suppose two friends are engaged in a game of chance but must stop before the game is over. How should they apportion the stakes? This question was posed to Blaise Pascal and studied by him and Pierre de Fermat leading to the beginning of the mathematical theory of probability. Today probability is a branch of mathematics with applications to everything from weather prediction to statistical mechanics.
In this course we will cover topics including: combinatorial analysis, axioms of probability, conditional probability and independence, random variables, expectations, and limit theorems.