|Instructor: Professor Roman
e-mail: vershynin at math dot ucdavis dot edu
Office hours: M 3:30-4:30 in 2218 MSB. No class: Monday, March 17.
TA: Chengwu Shao
Office hours: T 1-2 in 3139 MSB.
Meeting: MWF 10-10:50am in 1062 Bainer.
Course description: Central Limit Theorem and martingales will be the focus of this course. We will first cover convergence in distribution, characteristic functions, and central limit theorems. We then proceed to conditional expectation and martingale theory.
Undergraduate Real Analysis (MAT 125B) and the one quarter of graduate
Theory (MATH/STAT 235A). Familiarity with operations with complex
will be required (the first few weeks of undergraduate Complex
Analysis). Graduate Analysis (MATH 201 A,B,C) would
a big plus.
Notes: Lecture notes typeset by Edward D. Kim and made public by his courtesy. Neither he nor R. Vershynin is accepting responsibility for their accuracy.
Assigned every Wednesday and collected next Wednesday before the class. You can discuss the problems with other students, but please write down the solutions individually. Late homework will not be accepted. One homework with the lowest score will be dropped.