Everything can change with little or no notice at any moment…

In particular, a  lecture  can be moved to on-line mode on a very short notice, so please check your e-mail before every class.

Class number 39710

Math 505a in Fall 2026 semester: Key dates

  • August 24: first day of classes
  • September 7: Labor Day, no class
  • September 11: Last day to drop without a W AND with refund
  • October 5: Midterm Exam 1
  • October 8,9: Fall Break
  • October 9: Last day to drop without a W, BUT WITH NO refund
  • November 13: Last day to drop with a W
  • November 16: Midterm Exam 2
  • November 25-29: Thanksgiving Break
  • December 4: Final project is due; Last day of classes
  • December 16: Final exam (11am-1pm, in  )

Class schedule

Homework problems and the project

Instructor: Dr. Sergey Lototsky
Office: KAP 248D.
Phone: 213–740-2389.
E-mail: lototsky (at) USC (dot) edu
URL: https://dornsife.usc.edu/sergey-lototsky/
Lectures:  MWF 1-1:50pm, KAP 146
Office hours: MWF  [in KAP 248D]

Please do not hesitate to talk to me about your problems, questions, or concerns in this class. We can always arrange a special zoom meeting.

Teaching Assistant (Grader):
E-mail:  
Office hours:  all in the Math Center (KAP 263).

Textbook: Probability and Random Processes by Geoffrey R. Grimmett and David R. Stirzaker Oxford University Press. 4th Edition (2020) is the most recent; ISBN 978–0–19–884760–1 (Hardcover) ISBN 978–0–19–884759–5 (Paperback)

Objective: To gain general knowledge and skills necessary to apply probabilistic methods to various areas of natural and social sciences.

Goal: To be ready for Math 505b (or its equivalent)

Concrete task: To be ready for a PhD-level comprehensive exam in (non-measure-theoretic) probability.

Save the dates! There will be two in-class one-hour exams: Monday, October 5 and Monday,  November 16, during regular lecture hours, in the regular lecture room ( ). Final exam is Wednesday, December 16, 11am-1pm, in the regular lecture room.

Note: You might need a PDF Scanner, to submit your (mostly likely handwritten) work to Gradescope
in PDF format (one PDF per assignment or exam). There are many free phone apps that you can use
to scan your work to make a PDF, for instance Adobe Scan.

Homework: There will be six homeworks and a final project. You should know how to solve every
homework problem and turn in each homework on the corresponding due date. You are welcome to use
any help with all the work you do outside the classroom. During exams, you are on your own. No
calculators will be necessary (or allowed) during exams. All exams are closed book.

Please keep in mind that homework assignments are minimal requirements. To succeed in the class,
you need to solve more problems, from the book and/or from other sources. Keep all your notes,
including scratch paper, until after you are completely done with this class (or with the corresponding Graduate Exam).

Note on Use of AI
You are welcome to use  artificial intelligence (AI) powered programs as a help with homework problems, but not with  exams. While AI tools can help you brainstorm ideas or revise work you have already written, AI text generation tools may present incorrect information, biased responses, and incomplete analyses. To adhere to our university values, you must cite any AI-generated material (such as text or images) included or referenced in your work and provide the prompts used to generate the content.  I will not be using any AI tools in grading your work.

Grading:

  • Homeworks 20% total
  • Two One-Hour Exams, 40% total (20% each)
  • Final Project 10%
  • Final Exam 30%

To put is differently: you get 70% of the final grade from in-class work (two midterms and the final
exam) and 30% of the final grade from homeworks and the project.

  • Missed work. The general rule: no make-up exams or quizzes, and no late submissions of homeworks or projects (but early submissions, especially in electronic format, are welcome). Emergencies will be handled on a case-by-case basis. If you miss the final exam, with a valid excuse, you get an incomplete in the class; an incomplete is a major inconvenience for a number of people, including yourself, so, please, do not miss the final exam. To encourage and reward consistent performance throughout the semester, I will not automatically drop any scores (such as the two lowest quizzes, etc.)

Students Requiring Special Accommodation
Any student requesting academic accommodations based on special needs is required to register with Office Of Student Accessibility Services (OSAS) each semester. A letter of verification for approved accommodations can be obtained from OSAS. Please be sure the letter is delivered to me (or to TA) as early in the semester as possible. OSAS is located in GFS 120. To contact OSAS: (213) 740-0776 [tel.], OSASFrontDesk@usc.edu [e-mail], on the web.

Academic Integrity
USC seeks to maintain an optimal learning environment. General principles of academic honesty include the concept of respect for the intellectual property of others, the expectation that individual work will be submitted unless otherwise allowed by an instructor, and the obligations both to protect one’s own academic work from misuse by others as well as to avoid using another’s work as one’s own. All students are expected to understand and abide by these principles. Scampus (the Student Guidebook) contains the Student Conduct Code in Section 11.00, while the recommended sanctions are in Appendix A.

FINAL EXAMINATION POLICIES

Student Scheduling Conflicts
No student is permitted to omit or take the final examination before the rest of the class and no instructor is authorized to permit a student to do so.

Students should plan in advance to avoid scheduling conflicts in their final examinations. If a student is scheduled for two final examinations at the same time, the student should request to take one of the examinations on a different day or time. If a student is scheduled for more than two final examinations in one calendar day, the student may request to take one of the exams on a different day or time. In either situation, the student must contact the professors involved no later than two weeks prior to the scheduled examination date and request an accommodation. If an accommodation cannot be arranged, the student should contact USC Testing Services at testing@usc.edu or (213) 740-7166 for assistance.

Ggrades are due 96 hours after the university-scheduled final examination day and time. Therefore, it might not be possible to accommodate late student requests for an alternate, makeup final examination after the published examination period.

Academic Support The Kortschak Center for Learning and Creativity

 

List of topics to be learned    More detailed version with references

Previous Graduate Exams on the topic of the class from the USC Math Department:

1999-2011   2012-2025   505aFall2025

Some ideas for some of the solutions

Other materials