Topics in Probability Theory (STAT350, Autumn 2017)

The central theme of this course shall be concentration inequalities, for product measures, martingales, Markov chains, Gaussian and empirical processes.

For the central theme we shall follow the text

Prerequisites: Some familiarity with probability theory and stochastic processes at the level of Math230/Stat310.

Requrements: Registered students give 25 minute presentations on selected material from the text not covered in lectures, and attend all other student presentations. There will be 7 teams, 5 having 3 students each and 2 pairs, with each team focusing on a single coherent topic.

Meeting: Sequoia 200, TTh 3:00-4:20 p.m.

Instructor: Amir Dembo, Th 4:30-5:30, Stat. 129 Oct 2 - Dec 6 , or e-mail

See also seminar for current activity in related areas.

Schedule (per text book):

9/25         Tu(2.1-2.7)              Th(2.8,3.1-3.3,3.5,3.7)
10/2         Tu(2.9,3.6,4.1-4.2)      Th(4.3,4.6-4.9)
10/9         Tu(4.10-4.11,5.1-5.3)    Th(5.4-5.5,5.8)
10/16        Tu(5.9,6.1-6.6)          Th(6.7-6.9)
10/23        Tu(9.1-)                 Th(end 9)
10/30        Tu(7.1-)                 Th(end 7)
11/6         Tu(8.1-)                 Th(end 8)
11/13        Tu(St1:From 11)          Th(St2)
11/20        Tu(---)                  Th(---)
11/27        Tu(St3:Chatterjee;St4)   Th(St5)
12/4         Tu(St6)                  Th(St7)