Spring 2017 MATH C218B 001 LEC

Probability Theory
001 LECTuTh 12:30PM - 1:59PMEvans 330David Aldous18336
UnitsEnrollment Status
Additional Information: 

Description: The course is designed as a sequence with Statistics C205A/Mathematics C218A 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.

See course web page for complete information about this course.

Course Webpage:   http://www.stat.berkeley.edu/~aldous/205B/index.html