Fall 2016 MATH C218A 001 LEC

Probability Theory
Schedule: 
SectionDays/TimesLocationInstructorClass
001 LECTuTh 11:00AM - 12:29PMDwinelle 88David Aldous18838
UnitsEnrollment Status
4Open
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Syllabus: The course is designed as a sequence with Statistics C205B/Mathematics C218B with the following combined syllabus. Measure theory concepts needed for probability. Expection, distributions. Laws of large numbers and central limit theorems for independent random variables. Characteristic function methods. Conditional expectations, martingales and martingale convergence theorems. Markov chains. Stationary processes. Brownian motion. Also listed as Statistics C205A.

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