MATHEMATICS 747 SYLLABUS - SPRING 2010
TH 11:45 AM - 1:00 PM, DAN 214
INSTRUCTOR
Min Kang, (office: SAS 4114, Ph #: 515-7891, email: kang@math.ncsu.edu)
TEXTBOOK
No textbook, but a list of reference books will be announced in class.
PREREQUISITES
Probability Theory (MA546) or any solid background on probability theory equivalent to MA546.
CONTENT
This course covers the following subjects: martingales, markov processes, stochastic calculus, ergodic theory and other fundamental topics in advanced probability theory.
HOMEWORK
Homework will be assigned and collected once every three or four weeks. It is the students' responsibility to do the homework. Late homework will NOT be accepted. For the homework problems, check the corresponding course homework web page.
MIDTERMS
There will be two midterm tests: the first midterm is on Tuesday, 2/22/2010 and the second on Tuesday, 4/06/2010. All the tests will be at DAN 214, 11:45 am - 1:00 pm. There will NOT be any make-up midterm. No books, notes, calculators or any other aids are allowed/needed at the midterm exams.
FINAL EXAM
The instructor is not allowed to schedule a make-up final exam. Students must arrange their schedule to avoid the conflicts. The final exam will be take-home exam and the deadline will be announced within two weeks from the beginning of the semester. The final exam is cumulative, including the whole material covered throughout the semester. No external aid is allowed/needed at the final.
GRADE
Homework assignments 20 %, two midterms 44 % together and the final 36 %. All the exams are curved including the final and also for the letter grades.
OFFICE HOURS
Tuesdays 4:00 pm - 6:00 pm or by appointments.
ACCOMODATION OF LEARNING DISABILITY
Reasonable accomodation will be given to the students with learning disabilities. The students with the learning disability should register with Disability Services at 1900 Student Health Center, Campus Box 7509, 515-7653.