ZOOM link for all the online sessions : https://epfl.zoom.us/j/8275727553 (regular schedule: Mon 10-12 AM, Wed 3-4 PM, Thu 10-12 AM)
News (May 25, 2020):
- A switchtube channel has been created for the course (but links in the Moodle webpage still point towards videos on Google drive: to be updated).
- Final exam schedule: Monday, August 24, 8:15-11:15 AM, room CO1
Allowed material: cheat sheet (four single-sided handwritten A4 pages)
- Lectures: online (pre-recorded) + review session on Wednesday 3-4 PM [previously on Wednesday // 1:15-4:00 PM // room ME B3 31]
Grading scheme: first three graded homeworks (2, 4, 6) : 20%
(updated April 1st) take home midterm exam : 5% bonus
last two graded homeworks (9, 12) : 20%
final exam : 60%
Sheldon M. Ross, Erol A. Pekoz, A Second Course in Probability, 1st edition, www.ProbabilityBookstore.com, 2007.
Jeffrey S. Rosenthal, A First Look at Rigorous Probability Theory, 2nd edition, World Scientific, 2006.
Geoffrey R. Grimmett, David R. Stirzaker, Probability and Random Processes, 3rd edition, Oxford University Press, 2001.
Sheldon M. Ross, Stochastic Processes, 2nd edition, Wiley, 1996.
(more advanced) Richard Durrett, Probability: Theory and Examples, 4th edition, Cambridge University Press, 2010.
(more advanced) Patrick Billingsley, Probability and Measure, 3rd edition, Wiley, 1995.