Statistics 205B : Probability Theory II (Spring 2002)

Instructor: Yuval Peres

Teaching Assistant: Lea Popovic

Class time: Tu Th 9.30 - 11 in Evans 330

Course Outline: Random Walks, Martingales, Markov chains, Brownian motion, Ergodic Theorems

Prerequisite: basic Measure Theory, knowledge of Probabilty as obtained from Statistics 205A

Required Text: Durrett, R. Probability: Theory and Examples (2nd Ed) Duxbury Press (1996)

Grading: based on writeup of one lecture (1/5), homework (1/5), midterm (1/5) and final exam (2/5)

Lecture Notes (Revised as of 10 July 2002)

Lecture #1 (Jan 22)

Lecture #2 (Jan 24)

Lecture #3 (Jan 29)

Lecture #4 (Jan 31)

Lecture #5 (Feb 5) part of the Blackwell-Dubins conference

Lecture #6 (Feb 7)

Lecture #7 (Feb 12)

Lecture #8 (Feb 14)

Lecture #9 (Feb 19)

Lecture #10 (Feb 21)

Lecture #11 (Feb 26)

Lectures #12-19 (Feb 28-Apr 2) parts of the Y.Peres notes on BM

Lecture #20 (Apr 4)

Lecture #21 (Apr 9)

Lecture #22 (Apr 11)

Lecture #27 (Apr 25)

Lecture #28&29 (Apr 30 & May 2)

Lecture #30 (May 7)

Lecture #31 (May 9)

Lecture #32 (May 14)