## Math 280B

Probability Theory

### Winter 2022

Math 280B is the second course in a three-term sequence devoted to the elements of Probability Theory.
In the Winter Term (280B) we will be concerned with two topics: (1) Convergence in Distribution and the Central Limit Theorem, and (2) Martingales (in discrete time).

The Spring term (280C) will focus on Markov processes, including Markov chains and Brownian motion.

- The text for the (first two terms of the) course is
*A Probability Path* by S. Resnick (Birkhäuser, 1999). [**Electronic copy, available
for download from UCSD addresses, is
here.**] The material for the Winter term is in chapters 8-10.
- Lectures will be on Monday, Wednesday, and Friday, from 9 AM to 9:50 PM, in APM B402A.
- Your course grade will be based weekly homework assignments.
- For more details consult to course Canvas page: Math 280B

Back to Math 280B Homepage

December 16, 2021