STAT 200A: Applied Probability

Ying Nian Wu, MWF 11:00 AM-11:50 AM

Office hours: MW 12-1pm, 8971 Math Sciences Building.
This course is an introduction to probability theory and stochastic processes. The emphasis is on understanding and calculation.

Topics:

Basic concepts and axioms.
Random variables: distributions, expectations, conditioning.
Limiting theorems: law of large number and central limit theorem.
Information theory: entropy and Kullback-Leibler divergence.
Markov chains and Markov jump processes.
Browian motion and stochastic differential equations.

Coursework: Weekly homework assignments.