Math 280B Home Page (Driver, W2010)


280 Lecture Notes
Course Outline

Math 280C -- Probability Theory (Srping 2010) Course Information


  •  Homework #8 is being postponed until Wednesday June 2.
  •  The current plan is to have an extra class from 1-3 or so on Friday June 4, 2010. 

Instructor:        Bruce Driver, APM 5260, 534-2648
Office Hours:   Monday and Friday, 9:00 -- 11:00 AM

Teng (Mike) Gao, APM  6422
Office Hours:   Monday and Tuesday, 4:00 -- 5:00 PM.

Meeting times: MWF 8:00 -- 8:50 AM in  APM 5402

Textbook:         Resnick, S. A Probability Path, Birkhauser, 1999.

Homework:      There will be weekly homework assignments due at the start of class on Wednesday.  No late homeworks will be accepted.

Description: Math 280ABC is the fundamental graduate probability sequence. It covers measure theoretic probability essential for the pursuit of research in probability or in fields in which probability is used in applications. Topics to be covered include:

  1. Measure and integration from a probabilistic perspective.

  2. Basic probabilistic notions of random variables, expectation, independence.

  3. Limit theorems: laws of large numbers, convergence in distribution, central limit theorems.

  4. Martingale theory: conditional expectation, convergence theorems, optional stopping.

  5. Stochastic processes: a selection from random walk, Markov chains, Brownian motion, Markov processes, statistical mechanics, stable processes, stochastic integration.

Topics 1, 2, and parts of 3 will be covered in Math 280A. The remainder of topic 3, and topics 4 and 5 will be covered in the subsequent two quarters of Math 280B, C. The text below will be supplemented with class lecture notes.

Reserved Books: The following books have been put on reserve at the Science and Engineering Library.

1. Author Resnick, Sidney I
Title A probability path / Sidney I. Resnick
Published Boston : Birkhäuser, c1999

2. Author Billingsley, Patrick
Title Probability and measure / Patrick Billingsley
Published New York : Wiley, c1986
Edition 2nd ed

3. Author Durrett, Richard, 1951-
Title Probability : theory and examples / Richard Durrett
Published Belmont, CA : Thomson, Brooks/Cole, c2005
Edition 3rd ed


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Last modified on Friday, 11 December 2009 12:51 PM.