Math 280B is the second course in a three-term sequence devoted to the elements of Probability Theory.
In the Winter Term (280B) we will be concerned with two topics: (1) Convergence in Distribution and the Central Limit Theorem, and (2) Martingales (in discrete time).
The Spring term (280C) will focus on Markov processes, including Markov chains and Brownian motion.
- The text for the (first two terms of the) course is Probability: A Graduate Course by A. Gut (Springer, 2005). The material for the Winter term is essentially contained in chapters 4, 5, 7, 10.
- Lectures will be on Monday, Wednesday, and Friday, from Noon to 12:50 PM, in APM 5402.
- Your course grade will be based weekly homework assignments.
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January 5, 2012