Math 275B: Probability Theory

Winter 2011


Math 275 is an introduction to rigorous probability at the graduate level. The Winter quarter will give an introduction to stochastic processes in both discrete and continuous time, including: martingales; stationary processes; and brownian motion.

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 follows (and requires the equivalent of) Math 275A (Fall 2010) and will be followed by (and required for) Math 275C (Spring 2011) which will develop further the theory of stochastic processes in continuous time with an emphasis on Markov processes. It should appeal both to students interested in pure mathematics (esp. analysis) and in applications (esp. physics, engineering, biology, economics).

Prerequisites: Math 275A or equivalent.

General Information




Last updated: Feb 7, 2011.