Professor R. J. Williams
Office: AP&M 6121.
Office hours: M 4-5 p.m., W 1-2 p.m., and by appointment.
Lecture time: Note change in time: MW, 2.30-3.50 p.m.
There will be no lectures on Monday, March 8 or Wednesday, March 10, 2004. There will be make-up lectures on Friday, January 16, 23, and 30, 2004, 2-3.20 p.m. in AP&M 6438.
Place: AP&M 6438.
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
Topics to be covered include:
1. Measure and integration from a probabilistic perspective.
2. Basic probabilistic notions of random variables, expectation, independence.
3. Limit theorems: laws of large numbers, convergence in distribution, central limit theorems.
4. Martingale theory: conditional expectation, convergence theorems, optional stopping.
5. Stochastic processes: a selection from random walk, Markov chains, Brownian motion, Markov processes, 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.
TEXT: Kai Lai Chung, A course in probability, Academic Press, Third Edition, 2001.
HOMEWORK FOR MATH 280B: Click here.
Please direct any questions to Professor Ruth J. Williams, email: email@example.com