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 A Probability Path by S. Resnick (Birkhäuser, 1999). [Electronic copy, available
for download from UCSD addresses, is
here.] The material for the Winter term is in chapters 8-10.
- 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 and a final exam.
Back to Math 280B Homepage
January 4, 2017