832 - Theory of Probability
Instructor:
Timo Seppalainen
Time and Place:
TR 11-12:15, B131 Van Vleck
textbooks:
Richard Durrett: Probability: Theory and Examples. 3rd edition.
Course Content:
This is the second semester of the 2-semester graduate level introduction to probability theory, 831-832. We will cover Markov chains, stationary processes and the ergodic theorem, Brownian motion, and then a further selection of topics from stochastic processes.