This page will accumulate information about the course Probability III-IV (Epiphany 2017)
| Links | Sources | Problems | Exam | Contact |
Lectures: Monday @ 5 & Fridayday @ 11, both in CM107
Problems classes: Thursday @ 9 (teaching weeks 12, 14, 16, 18) in CM221
William Feller, one of the greatest probabilists of the XXth century, once observed that many "commonly accepted notions about chance fluctuations are without foundation and <...> the implications of the law of large numbers are widely misconstrued". The purpose of this course is to attempt to bring your "everyday intuition" and "common sense" in agreement with the laws of probability. We shall use as elementary methods as possible, while discussing a variety of topics ranging from random walks and renewal theory to records, extreme values and non-Gaussian limit results.
Prerequisites: Probability I and Probability II, willingness to experiment and analyse.
Further information about the module, including the list of suggested books can be found here.
| Date set | Due Date | Problems | Hints / Solutions |
| 27/01 | 03/02 | 4.5, 4.6, 4.8, 4.12 (pdf) | HW5 sol'n on DUO |
| 10/02 | 17/02 | 5.2, 5.5, 5.7, 5.11, 5.18 (pdf) | HW6 sol'n on DUO |
| 27/02 | 06/03 | 6.3, 6.5, 6.8, 6.12 (pdf) | HW7 sol'n on DUO |
| 10/03 | 17/03 | 7.5, 7.6 (pdf) | HW8 sol'n on DUO |
If you follow Probability IV version of the course, you should have received an email with the corresponding instructions. Get in touch immediately if you cannot locate the message!