Probability II: Discrete time processes
Summary
A first course in advanced theoretical probability, focused on discrete families of random variables.
Content
Topics to be covered:
- Random variables and convergence
- Sums of i.i.d. random variables
- Conditional Expectation and probability
- Markov Chains (discrete time)
- Martingales (discrete time)
Time permitting, we will study applications of the previous topics to
- Branching Processes
- Percolation
Learning Prerequisites
Required courses
Analysis I to IV, Linear algebra, Probability
Recommended courses
Some familiarity with measure theory and general topology is helpful but not necessary.
Assessment methods
Written
Resources
Notes/Handbook
Lectures notes will be available on moodle.
Moodle Link
Dans les plans d'études
- Semestre: Automne
- Forme de l'examen: Ecrit (session d'hiver)
- Matière examinée: Probability II: Discrete time processes
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 2 Heure(s) hebdo x 14 semaines
- Type: optionnel
- Semestre: Automne
- Forme de l'examen: Ecrit (session d'hiver)
- Matière examinée: Probability II: Discrete time processes
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 2 Heure(s) hebdo x 14 semaines
- Type: optionnel
- Semestre: Automne
- Forme de l'examen: Ecrit (session d'hiver)
- Matière examinée: Probability II: Discrete time processes
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 2 Heure(s) hebdo x 14 semaines
- Type: optionnel
- Semestre: Automne
- Forme de l'examen: Ecrit (session d'hiver)
- Matière examinée: Probability II: Discrete time processes
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 2 Heure(s) hebdo x 14 semaines
- Type: optionnel