Spring 2022: MAT 235C - Probability Theory
(ARCHIVED)
Course information
- Instructor: Dan Romik
- Lectures: MW 12:30-1:50 in Shrem 1001
- Office hours: M 10:30-11:20 in MSB 2218
Course content
The course covers a selection of advanced topics in probability theory, including:
- Ergodic theory
- Brownian motion
- Additional topics as time permits (information theory, percolation theory, random matrix theory)
Textbooks and references
Primary resources include the instructor's lecture notes and Durrett's Probability: Theory and Examples (Cambridge University Press, 2019).
Supplementary references:
- Cover & Thomas, Elements of Information Theory, 2nd Ed. (Wiley, 2006)
- Grimmett, Percolation, 2nd Edition (Springer, 1999)
Assessment
The course grade will be based on a final project (writing a short paper on an advanced topic of your choice).