Gang Liang
2224 Bren Hall
949-824-9795 (o)
liang@uci.edu
Lecture: TT 3:30-5:20pm @ ICS 253
Syllabus is here.
Fourth Law of Thermodynamics: If the probability of
success is not almost one, then it is damn near zero.
--- David Ellis
|
|
|
| Week 1 |
Sigma-field, probability space, random variable
|
| Week 2 |
Integration/expectation, product measure, Fubini's
|
| Week 3 |
Kolmogov's extension theorem, Radon-Nikodym theorem
|
| Week 4 |
Weak law of large number, convergence
|
| Week 5 |
Charateristic function, central limit theorem
|
| Week 6 |
Stopping time, martigale, conditional expectation
|
| Week 7 |
|
| Week 8 |
|
| Week 9 |
|
| Week 10 |
|
|
Homework 1, (Due Oct 11)
Homework 2, (Due Oct 18)
Homework 3, (Due Oct 25)
Homework 4, (Due Nov 1)
Homework 5, (Due Nov 8)
Midterm, (Nov 13)
Homework 6, (Due Nov 22)
Homework 7, (Due Nov 29)
Homework 8
Final, (Dec 11, 4-6pm)
|
|