Fall 2022 MATH C218A 001 LEC

Probability Theory
Schedule: 
SectionDays/TimesLocationInstructorClass
001 LECTuTh 02:00PM - 03:29PMEvans 344Shirshendu Ganguly, Mriganka Basu Roy Chowdhury21957
UnitsEnrollment StatusSession
4Open2022 Fall, August 24 - December 09
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