MATH 280C Probability Theory III, Spring 2018

Instructor:

Tianyi Zheng (tzheng2@math.ucsd.edu)

TA:

Ching Wei Ho (cwho@ucsd.edu)

Lectures:

3:00-3:50PM on Mondays, Wednesdays, and Fridays in AP&M 5402. 

Office Hours:

Tianyi: Mondays and Wednesdays 4-5:30pm in AP&M 6202.

Ching Wei: Tuesdays 1:30-3:30pm in AP&M 6422.

Grading:

Grades will be based on biweekly homework assignments.

Textbook & References:

Recommended textbook: Probability: Theory and Examples by Rick Durrett, here is a link to the electronic copy of the book.

Other references:

Mörters P, Peres Y. Brownian motion. Cambridge University Press; 2010.

Levin DA, Peres Y. Markov chains and mixing times. American Mathematical Soc.; 2017.

Homework assignment:

There are 4 homework problem sets through the quarter.

First homework HW1, due on April 13. Solution sketch 1.

Second homework HW2, due on April 27. Solution sketch 2.

Third homework HW3, due on May 11. Solution sketch 3.

Fourth homework HW4 , due on June 1.

Material covered in 280C

Chapter 8 Brownian motion in Durrett’s book.

Notes and references for topics on Markov chains covered in the second half of the course will be updated here.