Mathematics 275: Probability Theory and Stochastic Processes

Mathematics 275B - Winter 2009

• Time and place: MWF at 1 in MS 6201
• Instructor: Thomas M. Liggett
• Office hours: MWF 2-2:30 in MS 7919
• TA: Alexander Vandenberg-Rodes; his office hours are M 11-12 and W 12-1 in MS 6154.
• Text: Probability: Theory and Examples, 3rd edition, by R. Durrett
• Topics: (a) Random Walks, (b) Martingales, (c) Additive and Subadditive Ergodic Theory
• Grades will be based on homework to be assigned from Durrett's book. There will be 5 assignments. The last one will be somewhat longer than the others, and is to be done with no consultation (with the instructor, other students, or anyone else).

Assignments

• Due January 21: Section 3.1 #1.2, 1.4, 1.6, 1.7, 1.12, 1.14, 1.15
• Due February 4: Section 4.1 #1.1,1.3,1.4,1.5,1.6 and problems B1,B2,B3 distributed in class.
• Due February 18: Chapter 4 #1.10 (use conditional expectation and its properties), 1.11, 2.3, 2.4, 2.6, 2.9, 2.11
• Due March 4: Chapter 4 #3.2,3.9.3.10.3.11(these three problems are based on Theorem 3.5, which you should read, since I will not cover it in class),4.5,4.7,4.8,4.9,4.10,7.1.
• Due March 13: Final assignment; to be done without consultation.