Stat 205A: Fall 2004
Graduate Course in Probability
Instructor: Prof David Aldous
Verbal Description:
Some knowledge of real analysis and metric spaces, including compactness, Riemann integral. Knowledge of Lebesgue integral and/or elementary probability is helpful, but not essential, given otherwise strong mathematical background. Measure theory concepts needed for probability. Expectation, distributions. Laws of large numbers and central limit theorems for independent random variables. Characteristic function methods. Conditional expectations; martingales and theory convergence. Markov chains. Stationary processes. Also listed as Mathematics C218A.
Personal Comments: Made me realize how important it is to have a clear mental picture in your mind before you can actually explain things to students.
Also made me realize that the truly great academicians can put a lot of effort into teaching and research at the same time. It will probably take me a long while to master the art of time management but it is always encouraging to know that it can be done!!