MATH 230B:
Theory of Probability II (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,n(v) ergodic theory. Prerequisite: 310A or MATH 230A.
Terms: Win

Units: 23

Grading: Letter or Credit/No Credit