MAT 235C: Probability Theory (Spring 2004)

MWF 0310-0400P, Wellman 127

Course: MAT-235C-1
Title: Probability Theory
Quarter: Spring 2004
CRN: 82576
Instructor: Roman Vershynin (
Location: Wellman 127
Times: MWF 0310-0400P
Office hours: 671 Kerr Hall, M 0400 - 0500P or by appointment

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



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)