MAT/STA 235B: Probability Theory (Winter 2024)
Assignments and other course materials

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• Lecture slides on conditional expectation
  For more on regular conditional distributions, see Lecture notes by S. Lalley.
  
• Lecture slides on definition and basic properties of martingales
  
• Lecture slides on martingale convergence theorems
  
• Lecture slides on Doob decomposition and martingales with bounded increments
• Lecture slides on uniform integrability and martingales.
• Lecture slides on martingales and optional stopping.
• Lecture slides on definition and basic properties of Markov chains.
• Lecture slides on recurrence and transience of Markov chains.
• Lecture slides on invariant measures of Markov chains.
• Lecture slides on convergence of Markov chains.

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• Homework Assignment 1.
• Homework Assignment 2.
• Homework Assignment 3.
• Homework Assignment 4.
• Homework Assignment 5.
• Homework Assignment 6.
• Homework Assignment 7. This is the last homework assignment.
  

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• Final Exam. Due Wed., March 20, at 4pm.
  3/16, 9:45pm: small clarifications added to 4(c,d,e).

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