## MATH 760B -- PROBABILITY THEORY II

Instructor: KARIN REINHOLD

T-TH 2:30--3:50, ES 152A

Office hrs: by appointment

Prerequisite: Mat 669.

TEXTS:

1. A course in probability Theory

Kai Lai Chung

2nd Ed. Academic Press

2. Probability and Measure

Billingsly

3rd ed. Wiley

3. Probability with martingales

Williams

Cambridge

Course description:

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.

EXAM SCHEDULE:

Exam 1:

Exam 2:

Final: