A web page for the course Math 235C (Probability Theory) in Spring Quarter 2022.
Quick information
Instructor: Dan Romik
Lecture times and place: MW 12:30-1:50 in Shrem 1001
Office hours: M 10:30-11:20 in MSB 2218
Course topics
A selection of advanced topics in probability theory, to include:
- Ergodic theory
- Brownian motion
- A sampling of other topics, as time allows: information theory, percolation theory, random matrix theory
Reading materials
The main part of the course will be based on my lecture notes and on the book Probability: Theory and Examples by R. Durrett (Cambridge University Press, 2019; available for free here). Additional references that I may rely on for some of the later topics are:
- T. M. Cover, J. A. Thomas. Elements of Information Theory, 2nd Ed. Wiley, 2006.
- G. Grimmett. Percolation, 2nd Edition. Springer, 1999.
Grading
The course grade will be based on a final project (writing a short paper on an advanced topic of your choice). Details will be discussed in class.