Probability and Stochastic Processes
Instructor: Greg Lawler
The course will give an introduction to basic elements of probability and stochastic processe including: basic probabililty theory; univariate and multivariate distributions; dependence and indepen-dence; conditional distributions; Markov chains; Markov decision theory; Poisson processes; Martingales; Brownian motion. Measure theory is not used.
Emphasis is on understanding the theory and ability to solveproblems. Some problems will require the use of computer programming.
This course takes place inthe month of September, prior to the start of Autumn Quarter.