STAT 523: Advanced Theory of Probability

Spring Quarter 2010

Tentative Syllabus (last updated: 3/10/10)

Course personnel:

• Professor: Jon A. Wellner
• B320 Padelford Hall
• Phone: 543-6207
• Office hours: 1:30 - 3:30 MWF; or by appointment

Administrative Information:

• Time(s): MWF 11:30 - 12:20
  
• Place: MW, Padelford C-301; F, CSSS Conference room

Prerequisites:

• Math/Stat 522 for 523.
• An interest in probability theory.

Required Texts:

• Williams, D, Probability with Martingales.
• Probability for Statisticians, by G. R. Shorack, 1998

Supplemental texts:

• Billingsley, P., (1986). Probability and Measure.
• Billingsley, P., (1999). Convergence of Probability Measures, Second Edition.
• Breiman, L., (1968). Probability.
• Chow, Y.S., and Teicher, H. (1978). Probability Theory.
• Chung, K. L., (1974). A Course in Probability Theory.
• Feller, W. (1957). An Introduction to Probability Theory and Its Applications, Volume I.
• Feller, W. (1966). An Introduction to Probability Theory and Its Applications, Volume II.
• Lo\'eve, M., Probability Theory, I and II.

Grading:

• Homework: 33%; handed out on Friday, due following Friday.
• Final: 33%
  (Scheduled time & date: 2:30 - 4:20 PM, Wednesday, June 9.
• Project: 34%

Lectures:

The lectures in 523 will cover Shorack's Chapters 18-19, followed by chapter 12 and further material on stochastic processes.

• Chapter 18: Martingales.
• Chapter 19: Convergence in law on metric spaces.
• Chapter 12: Brownian motion, embedding, and empirical processes.
• Selections from other sources.

Click here to return to Jon Wellner's home page.

Click here to return to the Statistics Dept. home page.

Click here to return to the University of Washington home page.