Instructor: Sebastien Vasey

Office: Science Center 321H

Email: `sebv (at) math (dot) harvard (dot) edu`

Office hours: MF 4PM-5PM, SC 321H

Lectures: MWF 12PM-1PM, SC 221

Course assistant: Stefan Gramatovici

Email: `sgramatovici (at) college (dot) harvard (dot) edu`

Problem session: *cancelled*, due to not enough people showing up. If you would like it to start again, please let me know.

Office hours: During math night, M 8PM-10PM, Leverett House Dining Hall

Canvas page (for administrivia, hw solutions)

- February 21, 2018: Assignment 5 is out.
- February 16, 2018: Because of President's day, I will
*not*have office hours on Monday, Feb. 19. Instead, I*will*have office hours on Wednesday, Feb. 21, 4-5PM in SC321H. - February 14, 2018: Assignment 4 is out.
- February 12, 2018: Notes on the "mad secretary" are online.
- February 7, 2018: Assignment 3 is out.
- February 2, 2018: A small correction to question (7) on assignment 2 was made: the second inequality also holds for negative real numbers.
- January 31, 2018: Assignment 2 is out.
- January 31, 2018: Since these are not really discussed in Grimmett-Stirzaker, I have added notes on the birthday paradox and the Monty Hall problem.
- January 26, 2018: The reading for next week has been posted. Also, please welcome our CA, Stefan Gramatovici! You are all encouraged to come to his problem session (see above).
- January 24, 2018: Assignment 1 has been posted.
- January 24, 2018: My office hours are now announced: they will be held MF 4-5 in SC 321H, starting this Friday.
- January 10, 2018: This webpage is online, hurray! Please read the syllabus.

- Assignment 1 (due Wednesday, January 31).
- Assignment 2 (due Wednesday, February 7).
*A small correction to (7) was made on February 2*. - Assignment 3 (due Wednesday, February 14).
- Assignment 4 (due Friday, February 23).
- Assignment 5 (due Wednesday, February 28).

Assignment solutions are posted regularly on Canvas.

Chapter and page references refer to Grimmett and Stirzaker, Probability and random processes, third edition.

For the week of Jan. 22-Jan. 26: Sections 1.1-1.7.

For the week of Jan. 29-Feb. 2: Sections 1.7, 2.1-2.4, and section 9 (p.54-64) of the following lecture notes.

For the week of Feb. 5 to Feb. 9: Sections 2.4-2.6, 3.1-3.3, and 3.5.

For the week of Feb. 12 to Feb. 16: Sections 3.4-3.9 and the notes on the probabilistic method and Ramsey's theorem.

For the week of Feb. 20 to Feb. 23: Sections 3.9-3.10 and the notes on solving linear difference equations.

- Notes on solving linear difference equations.
- Notes on the probabilistic method and Ramsey's theorem.
- Notes on the "mad secretary".
- Notes on the Monty Hall problem.
- Notes on the birthday paradox.
- Course syllabus (updated Feb. 5, 2018) .
- Tentative schedule (updated Feb. 16, 2018).

If you are struggling with proofs, my Concepts of Mathematics lecture notes (taken from a class I taught in 2014 at Carnegie Mellon University) could be helpful.