Textbook: Probability Theory: A Concise Course by Y. A. Rozanov, published by Dover. (Find a copy!)
Professor: Prof. Rajeev (Course web page)
Homework 1 Solution (pdf 87kB, or LaTeΧ source), posted 2006-02-07
Homework 2 Solution (pdf 89kB, or LaTeΧ source), posted 2006-02-15
Homework 3 Solution (pdf, or LaTeΧ source), posted 2006-03-04, updated 2006-03-13
Homework 4 Solution (html) or Mathematica Notebook, posted 2006-03-04
Homework 5 Solution (pdf, or LaTeΧ source), posted 2006-03-10
Homework 6 Solution (pdf, or LaTeΧ source). This homework assignment concerns the Box-Muller method for generating normally distributed random numbers given a source of uniformly distributed random numbers. Explanations may be found in Numerical Recipes section 7-2, on Wikipedia, or Mathworld.
Practice Problems (pdf, or LaTeX source). I selected the probability questions from my collection of old Prelim exams and collected them here for use as practice problems.
Prof. Rajeev recommends reading the review article "Stochastic Problems in Physics and Astronomy" by S. Chandrashekhar in Reviews of Modern Physics (Volume 15, Page 1, 1943) if the textbook appears too elementary. If you're not on campus, you can read a cached copy of the paper. The paper is 89 pages long and the PDF file is eleven megabytes.
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