PSTAT 213A -- An introduction to probability and random processes -- FALL 2006

Instructor: Raya Feldman 
TA: Brian Wignall  
 
Lectures: TR 9.30-10.45 BUCH 1934 
Discussion: W 9.00-9.50 GIRV 1106  
Raya's Office Hours: TR 11-11:50 am  SH5516 
 

The goal of the PSTAT 213ABC series is to give a rigorous introduction to probability and random processes. The combination of PSTAT 213ABC and PSTAT 210 is designed for those requiring a thorough understanding of basic probability theory and is thus aimed at students who plan to do research in statistics, applied probability, mathematical finance, economics, biology, computer science, or engineering.
PSTAT 213A gives an introduction to Markov Chains and related processes without the use of measure theory. We will be emphasizing major ideas and techniques with long proofs sometimes being presented in outline.

Prerequisites

Introductory course on probability and statistics (PSTAT120AB or equivalent).  A knowledge of basic measure theory (the theory of Lebesgue integration in particular) is required for PSTAT 213BC, but not PSTAT 213A. Students who lack such a background are advised to either enroll in PSTAT 210 (can be taken concurrently with PSTAT 213A) or to complete MATH 118ABC and MATH 201AB (or equivalent).  Analysis background is helpful but not necessary for PSTAT 213A.

Main texts for PSTAT 213A

S. Resnick, Adventures in Stochastic Processes. G. R. Grimmett and D. R. Stirzaker, Probability and Random Processes, Third Edition..

Other references


R. Durrett, Probability: Theory and Examples, Second or Third Edition.
S. Karlin and H. Taylor, A First Course in Stochastic Processes.
L. Breiman, Probability.

PSTAT 213A Topics



Raisa ("Raya") Feldman
Email me at: feldman@pstat.ucsb.edu
Last revision: September 27, 2006

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