| Meetings: TR 11-12:15, B131 Van Vleck |
| Instructor: Timo Seppäläinen |
| Office: 419 Van Vleck. Office Hours: Tuesdays after class and other times by appointment |
| Phone: 263-2812 |
| E-mail: seppalai at math dot wisc dot edu |
This is the second semester of the 2-semester graduate level introduction to probability theory 831-832. Our textbook is
Richard Durrett: Probability: Theory and Examples. 3rd edition.
In spring 2010 we expect to cover Markov chains, stationary processes and the ergodic theorem, Brownian motion, and then a further selection of topics from stochastic processes. Suggestions are also welcome.
Prerequisites: familiarity with key parts from the first semester, such as measure-theoretic foundations of probability, laws of large numbers, central limit theorem, conditional expectations, martingales.
Course grades will be based on take-home work.
Check out the Probability Seminar for talks on topics that might interest you.