About
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About |
| Week |
Topic |
Homework, problems |
Lecture notes, etc. |
Other
notes |
|---|---|---|---|---|
| 9/11 |
Introduction: Discrete probability, Introduction to measure theory |
Problems for discussion |
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| 9/18 |
Construction
of Lebesgue measure Random Variables Expectations Continuous distributions |
lecture notes |
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| 9/25 |
Change of Variables Strong Law of Large Numbers 0-1 Laws Concentration inequalities |
homework #1 solutions |
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| 10/2 |
waiting times and hazard rates Poisson process continuous distributions |
Wednesday lecture (10/4) 5:30-8:30 pm |
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| 10/9 |
Problem set #1 due |
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| 10/16 |
Poissonization Normal distribution |
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| 10/23 |
NO CLASS | Problem set #2 due Friday | ||
| 10/30 |
Central Limit Theorem (proof) Multivariate normal Tail bounds |
Additional Wednesday lecture (11/1) 5:30-7 pm Laplace and Fourier transforms, Method of moments |
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| 11/6 |
Large deviations |
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| 11/13 |
Conditional Expectation |
Problem set #3 due solutions |
Additional Wednesday lecture (11/15) 5:30-7 pm |
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| 11/20 |
Martingales | |||
| 11/27 |
Markov chains | |||
| 12/4 | Brownian motion | Problem set #4 due |