Math 289A
Topics in Probability

Spring 2013

My goal in this course is to discuss the "loop soup" associated with one-dimensional Brownian motion and how to use it to build a large class of permanental stochastic processes. The local time for Brownian motion will play a prominent role, and I will develop the necessary background for it.

This is a course in Probability Theory at the advanced graduate level--the necessary background for the course is Math 280AB (or the equivalent). Familiarity with the contents of Math 280C or 285 or 286 would be helpful though not necessary.

Your grade in this course will be determined by a talk presented to the class on a topic related to the course material.

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March 29, 2013