Course MAT385

Probability Theory

 (Replaces MAT390 beginning AY 2012-13)

Sequences of independent trials, applications to number theory and analysis, Monte Carlo method. Markov chains, ergodic theorem for Markov chains. Entropy and McMillan theorem. Random walks, recurrence and non-recurrence; connection with linear difference equations. Strong laws of large numbers, random series and products. Weak convergence of probability measures, weak Helly theorems, Fourier transforms of distributions. Limit theorems of probability theory.

Description of classes

Classes meet Monday and Wednesday.

Notes

Weekly problem sets

Placement and Prerequisites

MAT 203, 218 or instructor's permission.

FAQ

Take Home Final Exam - 50%
Problem set(s) - 50%