STAT 200A: Applied Probability

Ying Nian Wu, MS 8971, Office hours: MWF 12-12:50pm.

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 and expectations.
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: homework assignments.