Math 275A: Probability Theory

Fall 2010


Math 275 is an introduction to rigorous probability at the graduate level. The Fall quarter will focus on foundations and sequences of independent random variables, including: measure theory background; independence; laws of large numbers; weak convergence and characteristic functions; central limit theorems.

While you may have encountered some of these topics in an undergraduate probability course, we will take a much deeper look at them here. This course will be followed by (and required) for Math 275B (Winter 2011) and 275C (Spring 2011) which develop the theory of stochastic processes in discrete and continuous time. It should appeal both to students interested in pure mathematics (esp. analysis) and in applications (esp. physics, engineering, biology, economics).

Prerequisites: Although prior or concurrent coursework on measure theory (typically Math 245A) will be useful, all required measure-theoretic material will be covered in class.

General Information




Last updated: Nov 20, 2010.