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Homework
280 Lecture Notes
Announcements
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Math 280C -- Probability Theory (Spring 2007) Course
Information
(http://www.math.ucsd.edu/~driver/DRIVER/Math280_06-07/index.htm)
Instructor: Bruce
Driver, APM 7414, 534-2648
Office Hours: Monday and
Wednesday from 10:00 -- 11:00 AM.
TA:
Nate Eldredge, AP&M 5768.
Office Hours:
Thursday from 11:00 - 12:00 and 2:00 - 3:00 PM. (To be determined)
Meeting times: MWF
9:00 --
9:50 PM in APM 7421.
Textbook:
Resnick, S. A Probability Path, Birkhauser, 1999.
Description: Math 280ABC is the fundamental graduate
probability sequence. It covers measure theoretic probability essential for the
pursuit of research in probability or in fields in which probability is used in
applications. Topics to be covered include:
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Measure and integration from a probabilistic perspective.
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Basic probabilistic notions of random variables, expectation,
independence.
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Limit theorems: laws of large numbers, convergence in
distribution, central limit theorems.
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Martingale theory: conditional expectation, convergence
theorems, optional stopping.
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Stochastic processes: a selection from random walk, Markov
chains, Brownian motion, Markov processes, statistical mechanics, stable
processes, stochastic integration.
Topics 1, 2, and part of 3 will be covered in Math 280A. The remainder of topic
3, and topics 4 and 5 will be covered in the subsequent two quarters of Math
280B, C. The text below will be supplemented with extra material for some topics
such as Brownian motion.
Reserved Books: The following books have been put on
reserve at the Science and Engineering Library.
1. Author Resnick, Sidney I
Title A probability path / Sidney I. Resnick
Published Boston : Birkhäuser, c1999
2. Author Billingsley, Patrick
Title Probability and measure / Patrick Billingsley
Published New York : Wiley, c1986
Edition 2nd ed
3. Author Durrett, Richard, 1951-
Title Probability : theory and examples / Richard Durrett
Published Belmont, CA : Thomson, Brooks/Cole, c2005
Edition 3rd ed
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