printer friendly pageMATH 230A: Theory of Probability I (STATS 310A)
Mathematical tools: sigma algebras, measure theory, connections between coin tossing and Lebesgue measure, basic convergence theorems. Probability: independence, Borel-Cantelli lemmas, almost sure and Lp convergence, weak and strong laws of large numbers. Large deviations. Weak convergence; central limit theorems; Poisson convergence; Stein's method. Prerequisites:
STATS 116,
MATH 171.
Terms: Aut
| Units: 3
MATH 230B: Theory of Probability II (STATS 310B)
Conditional expectations, discrete time martingales, stopping times, uniform integrability, applications to 0-1 laws, Radon-Nikodym 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.
http://statweb.stanford.edu/~adembo/stat-310b. Prerequisite: 310A or
MATH 230A.
Terms: Win
| Units: 3
STATS 310B: Theory of Probability II (MATH 230B)
Conditional expectations, discrete time martingales, stopping times, uniform integrability, applications to 0-1 laws, Radon-Nikodym 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.
http://statweb.stanford.edu/~adembo/stat-310b. Prerequisite: 310A or
MATH 230A.
Terms: Win
| Units: 3
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