course home page: 5160 Probability theory and stochastic processes
This is a first-semester course on probability theory at the graduate level, focusing on limit theorems and discrete-time stochastic processes. Prior experience with probability at the undergraduate level or measure theory is not required. Solid background in real analysis and linear algebra at the undergraduate level is assumed.
Course syllabus as a pdf file.
Lecture times: Tuesday, Thursday 9:30 AM-10:45 AM.
Instructor: Professor Masha Gordina, MONT 340.
Textbook:
Probability Theory by S.R.S. Varadhan.
Course materials:
A large part of the homework and exams will involve mathematical writing. It will be helpful to write your homework using LaTeX. Some basic information about LaTeX and introduction can be found at the links below. You are provided with a homework template as well.
Lecture place: MONT 414.
Office hours: Tuesday, Thursday 11:00 AM-12:00 AM, or by appointment.
Husky CT course link
Piazza course link
Learn LaTeX in 30 minutes from Overleaf
Introduction to Latex Workshop, Oregon State University
The Art of Problem Solving:intorduction to LaTeX