Math/Stat 235: Probability Theory
UC Davis, 20112012
235A course description
 The 235A course will cover chapters 13 of Durrett's (4th edition) book. In the 3rd edition, this corresponds to chapters 12 and Appendix A. See the 235 Home tab for more information on the syllabus and general course policies.
Lecture notes and other useful things
 I will follow these lecture notes (last updated: 12/15/11).
The notes make occasional reference to Durrett's book, but are mostly
selfcontained.
 Here is a summary of important
distributions in probability theory.
Organizational details
 Lectures: MWF 2:103:00 in Physics 130
 Discussion section: T 2:103:00 in Storer 1344
 Office hours: T 10:3011:30 at my office, MSB 2218, or by appointment
 T.A.: Hao Yan (Office hours: M 3:104:00 at MSB 1226)
 Final exam: A takehome exam will be given at the last course lecture (Friday, 12/2/11).
Homework
235B course description
 The 235B course will cover chapters 5 and 7 of Durrett's (4th edition) book. In the 3rd edition, this corresponds to chapters 4 and 6. Parts of chapters 4 and/or 6 (3 and 5 in the 3rd ed.) may be covered as well. See the 235 Home tab for more information on the syllabus and general course policies.
Lecture notes
 I will follow these lecture notes (updated 3/15/12). The notes make occasional reference to Durrett's book, but are mostly selfcontained.
 Here is a messy writeup of Markov chains, the last topic we discussed.
Organizational details
 Lectures: TR 3:004:30, Physics 140
 Discussion section: there will be no discussion section
 Office hours: by appointment (or just drop by anytime) at my office, MSB 2218
 Final exam: there will be no final exam. The grade will be based on four homework assignments which will be given during the quarter.
Homework
235C course description

The 235C course will be in two parts. In the first part, I will cover selected parts of the last chapter of Durrett's book (i.e., chapter 8 in the 4th ed., chapter 7 in the 3rd).
In the second part, I will give an introduction to the theory of percolation and related discrete planar processes such as the self avoiding random walk. This is an important topic in contemporary probability theory that arose out of statistical physics. I will cover some of the classic theory as well as exciting developments from the last 10 years, which took the mathematical world by surprise and have already been recognized as part of 2 Fields Medal award decisions. This material is covered in Grimmett's book (Chapters 12) and Werner's lecture notes (Chapters 12)  see the Resources tab for references and links.
See the 235 Home tab for more information on the syllabus and general course policies.
Organizational details
 Lectures: T 3:004:30, R 2:404:00, Bainer 1130
 Discussion section: there will be no discussion section
 Office hours: by appointment (or just drop by anytime) at my office, MSB 2218
 Final project: details will be announced later.
Some useful resources for the class: