Spring 2021 MATH C218B 001 LEC
Probability Theory
Schedule:
| Section | Days/Times | Location | Instructor | Class |
|---|---|---|---|---|
| 001 LEC | TuTh 12:30PM - 01:59PM | Internet/Online | James W Pitman | 22863 |
| Units | Enrollment Status | Session |
|---|---|---|
| 4 | Open | 2021 Spring, January 19 - May 07 |
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
Course Webpage
