Spring 2020 MATH C218B 001 LEC

Probability Theory
Schedule: 
SectionDays/TimesLocationInstructorClass
001 LECTuTh 12:30PM - 01:59PMEvans 334James W Pitman20485
UnitsEnrollment StatusSession
4Open2020 Spring, January 21 - May 08
Additional Information: 

Prerequisites 

Description The course is designed as a sequence with 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.

Office 

Office Hours 

Required Text 

Recommended Reading 

Grading Letter grade.

Homework 

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