Winter 2012: MAT 235B - Probability Theory
(ARCHIVED)
Course Information
- Instructor: Dan Romik
- Lectures: TR 3:00-4:30 in Physics 140
- Discussion section: None
- Office hours: By appointment (or drop by MSB 2218)
Overview
This was the second quarter of a three-quarter graduate probability theory sequence (235A/B/C) taught during the 2011-2012 academic year. The 235B course covered Chapters 5 and 7 of Durrett's book (4th edition): martingales and ergodic theorems, with some coverage of Markov chains.
Textbook
Probability: Theory and Examples (4th Ed.) by Rick Durrett. The instructor also provided self-contained lecture notes.
Prerequisites
Undergraduate classes in probability and real analysis, equivalent to UC Davis Math 125 and Math 135.
Grading
No final exam. The grade was based on four homework assignments given during the quarter, weighted equally.