Fall 2022 MATH C218A 001 LEC
Probability Theory
Schedule:
Section | Days/Times | Location | Instructor | Class |
---|---|---|---|---|
001 LEC | TuTh 02:00PM - 03:29PM | Evans 344 | Shirshendu Ganguly, Mriganka Basu Roy Chowdhury | 21957 |
Units | Enrollment Status | Session |
---|---|---|
4 | Open | 2022 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