Conditional expectations, discrete time martingales, stopping times, uniform integrability, applications to 0-1 laws, Radon-Nikodym Theorem, ruin problems, etc. Other topics as time allows selected from (i) local limit theorems, (ii) renewal theory, (iii) discrete time Markov chains, (iv) random walk theory,(v) ergodic theory. Recommended Prerequisite: STATS STATS 310A or MATH 230A.
3 units · Letter or Credit/No Credit
Conditional expectations, discrete time martingales, stopping times, uniform integrability, applications to 0-1 laws, Radon-Nikodym Theorem, ruin problems, etc. Other topics as time allows selected from (i) local limit theorems, (ii) renewal theory, (iii) discrete time Markov chains, (iv) random walk theory,(v) ergodic theory. Recommended Prerequisite: STATS 310A or MATH 230A.
Offered in Winter 2026 at Stanford University.