syll.prob - Syllabus for Probability MAP6472 5026 Jonathan...

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Unformatted text preview: Syllabus for Probability MAP6472 5026 Jonathan L.F. King University of Florida, Gainesville FL 32611-2082, USA squash@math.ufl.edu Webpage http://www.math.ufl.edu/ squash/ 4 May, 2010 (at 22:15 ) This is a full-year course that covers absolutely lovely mathematics. Well use Breimans fine book Probability , a classic now published by SIAM. What little measure theory well need, I will develop in class. Topics include: The Weak and Strong Laws of Large Numbers; Independence (Kolmogorov zero-one law, Hewitt-Savage zero-one law etc); Conditional proba- bility; Martingales; and an initial foray into Markov Chains. If time permits, well cover the basic Ergodic the- orems, depending on the interests of the students. I am open to special ( elementary ) topics, if a student has a particular need/interest. In the second semester, among other topics well explore deeper into Markov chains, examine Brown- ian motion, and explore some probabilistic methods in Ergodic theory. In the second semester I am quitein Ergodic theory....
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This note was uploaded on 01/26/2012 for the course MAP 6472 taught by Professor King during the Fall '11 term at University of Florida.

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