Fall 2019 MATH C218A 001 LEC
Probability Theory
Schedule:
| Section | Days/Times | Location | Instructor | Class |
|---|---|---|---|---|
| 001 LEC | TuTh 02:00PM - 03:29PM | Evans 334 | Shirshendu Ganguly | 22617 |
| Units | Enrollment Status |
|---|---|
| 4 | Closed |
Additional Information:
Prerequisites:
Description: 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.
Office:
Office Hours:
Required Text:
Recommended Reading:
Grading: Letter grade.
Homework:
Course Webpage:
