MATH 230B: Theory of Probability (STATS 310B)
Conditional expectations, discrete time martingales, stopping times, uniform integrability, applications to 01 laws, RadonNikodym Theorem, ruin problems, etc. Other topics as time allows selected from (i) local limit theorems, (ii) renewal theory, (iii) discrete time Markov chains, (iv) random walk theory,nn(v) ergodic theory. Prerequisite: 310A or
MATH 230A.
Terms: Win

Units: 23

Grading: Letter or Credit/No Credit
Instructors:
Montanari, A. (PI)
MATH 230C: Theory of Probability (STATS 310C)
Continuous time stochastic processes: martingales, Brownian motion, stationary independent increments, Markov jump processes and Gaussian processes. Invariance principle, random walks, LIL and functional CLT. Markov and strong Markov property. Infinitely divisible laws. Some ergodic theory. Prerequisite: 310B or
MATH 230B.
Terms: Spr

Units: 24

Grading: Letter or Credit/No Credit
Instructors:
Chatterjee, S. (PI)
STATS 310C: Theory of Probability (MATH 230C)
Continuous time stochastic processes: martingales, Brownian motion, stationary independent increments, Markov jump processes and Gaussian processes. Invariance principle, random walks, LIL and functional CLT. Markov and strong Markov property. Infinitely divisible laws. Some ergodic theory. Prerequisite: 310B or
MATH 230B.
Terms: Spr

Units: 24

Grading: Letter or Credit/No Credit
Instructors:
Chatterjee, S. (PI)
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