832 - Theory of Probability
Instructor:
Timo Seppalainen
Time and Place:
TR 11 am-12:15 pm
textbooks:
Richard Durrett, Probability: Theory and Examples. 4th Edition. Earlier editions of the book work as well.
Course Content:
This is the second semester of an introductory course on
graduate level mathematical probability theory.
Topics covered include martingales, Markov chains,
stationary processes and ergodic theory, and
Brownian motion. Requests for particular topics are also welcome.
PREREQUISITES: Familiarity with fundamentals of measure theory, and key portions from the first semester of probability (831), such as conditional expectations.
COURSE HOMEPAGE: http://www.math.wisc.edu/~seppalai/courses/832/2012home.html