# Statistics 205B : Probability Theory II (Spring 2002)

**Instructor:** Yuval Peres

- Office Hours: Tu Th 11-11.30 in Evans 341

**Teaching Assistant:** Lea Popovic

- Office Hours: Mo 10.30-12 and Th 15.30-17 in Evans 423
- email:
`lea@stat.berkeley.edu`

** Class time:** Tu Th 9.30 - 11 in Evans 330

** Course Outline:** Random Walks, Martingales, Markov chains,
Brownian motion, Ergodic Theorems

** Prerequisite:** basic Measure Theory, knowledge of Probabilty as
obtained from Statistics 205A

** Required Text:** Durrett, R. * Probability: Theory and Examples *
(2nd Ed) Duxbury Press (1996)

** Grading:** based on writeup of one lecture (1/5), homework (1/5), midterm (1/5) and final exam (2/5)

## Lecture Notes (Revised as of 10 July 2002)

Lecture #1 (Jan 22)

Lecture #2 (Jan 24)

Lecture #3 (Jan 29)

Lecture #4 (Jan 31)

Lecture #5 (Feb 5) part of the Blackwell-Dubins conference

Lecture #6 (Feb 7)

Lecture #7 (Feb 12)

Lecture #8 (Feb 14)

Lecture #9 (Feb 19)

Lecture #10 (Feb 21)

Lecture #11 (Feb 26)

Lectures #12-19 (Feb 28-Apr 2) parts of the Y.Peres notes on BM

Lecture #20 (Apr 4)

Lecture #21 (Apr 9)

Lecture #22 (Apr 11)

Lecture #27 (Apr 25)

Lecture #28&29 (Apr 30 & May 2)

Lecture #30 (May 7)

Lecture #31 (May 9)

Lecture #32 (May 14)