Instructor: KARIN REINHOLD
T-TH 2:30--3:50, ES 152A
Office hrs: by appointment
Prerequisite: Mat 669.
This course is a continuation of Mat 669. In it we will discuss: Conditional probabilities, conditional expectation, random proceses, martingales and Markov Chains. If time allows, we wil discuss Brownian motion as well.
The grade in the course will be based in two in--class exams worth 100 each a final exam worth 200. To pass the course you need to obtain an average of 50\% in the semester exams and above 99 in the final exam.