MAT 235C: Probability Theory (Spring
2004)

Course: MAT-235C-1

Title: Probability Theory

Quarter: Spring 2004

CRN: 82576

Instructor: Roman Vershynin (vershynin@math.ucdavis.edu)

Location: Wellman 127

Times: MWF 0310-0400P

Office hours: 671 Kerr Hall, M 0400 - 0500P or by appointment

COURSE DESCRIPTION:

Quantitative forms of the Central Limit Theorem (large deviations, the law of iterated logarithm, etc.)

Stationary random processes and ergodic theory

Infititely divisible laws

Markov chains (in depth)

Markov processes (as time permits)

TEXTS (Optional):

The books already used in 235A,B (Rogers, Williams "Diffusions, Markov Processes, and Martingales"

and Billingsley "Probability and Measure"). Other material will be picked from different texts,

in particular from Shiryaev "Probability" 2nd ed. Springer 1996 and Gnedenko "The theory of probability", Chelsea 1962.

PREREQUISITES: MAT 235A,B or consent of the instrucror

WEB: http://www.math.ucdavis.edu/~vershynin/teaching/235C-2004/course.html

ASSESSMENT:

Take-home midterm 50%. Due 05/28/2004

Take-home final 50%. Due 06/11/2004 by 2 pm in my mailbox (the deadline is strict)

MWF 0310-0400P, Wellman 127

Course: MAT-235C-1

Title: Probability Theory

Quarter: Spring 2004

CRN: 82576

Instructor: Roman Vershynin (vershynin@math.ucdavis.edu)

Location: Wellman 127

Times: MWF 0310-0400P

Office hours: 671 Kerr Hall, M 0400 - 0500P or by appointment

COURSE DESCRIPTION:

Quantitative forms of the Central Limit Theorem (large deviations, the law of iterated logarithm, etc.)

Stationary random processes and ergodic theory

Infititely divisible laws

Markov chains (in depth)

Markov processes (as time permits)

TEXTS (Optional):

The books already used in 235A,B (Rogers, Williams "Diffusions, Markov Processes, and Martingales"

and Billingsley "Probability and Measure"). Other material will be picked from different texts,

in particular from Shiryaev "Probability" 2nd ed. Springer 1996 and Gnedenko "The theory of probability", Chelsea 1962.

PREREQUISITES: MAT 235A,B or consent of the instrucror

WEB: http://www.math.ucdavis.edu/~vershynin/teaching/235C-2004/course.html

ASSESSMENT:

Take-home midterm 50%. Due 05/28/2004

Take-home final 50%. Due 06/11/2004 by 2 pm in my mailbox (the deadline is strict)