### General

**DISCLAIMER:** The program below is that of the 2018-2019 edition of the course. The present page will be updated in January 2020.

"Probability theory is nothing but common sense reduced to calculation." Pierre-Simon Laplace, 1812 (see other interesting quotes)

The course starts on Wednesday, February 20, 2019, at 1:15 PM in room *INM 10*

**Course schedule:**

- **Lectures** on Wednesday // 1:15-4:00 PM // room INM 10

- **Exercise sessions** on Thursday // 9:15-11:00 AM // room INR 113

- **Additional recitation sessions** (starting March 18) on Monday // 11:15 AM - 12:00 PM // room INR 113 (except on April 1st, in room INF 119)

**Grading scheme:** 5 graded homeworks (4% each) + 2 bonus exercises (1% each)

+ midterm 20%; total capped at 40%

exam 60%

**Course instructor:** Olivier Lévêque // LTHI // INR 132 // 021 693 81 12 // olivier.leveque@epfl.ch

**Teaching assistants:** Amedeo Esposito // LINX // INR 031 // 021 693 12 29 // amedeo.esposito@epfl.ch

Pierre Quinton // LTHI // INR 030 // 021 693 75 14 // pierre.quinton@epfl.ch

References**:**

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.

(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.

**Exams:**

**Midterm exam** on Thursday, April 11, **8:30** **- 11:00 AM**, in room **CM 1 121**

**Content of the exam:**everything from week 1 until week 7

**Allowed material:**two handwritten single-sided A4 pages

**Final exam** on Thursday, July 4, **12:15 - 3:15 PM**, in room **CO 2**

**Content of the exam:**everything from week 1 until week 14

**Allowed material:**four handwritten single-sided A4 pages