Middlebury

MATH 0710

Advanced Probability Seminar

Advanced Probability Seminar
This course is a tutorial in Probability Theory for students who have completed work in Probability and Real Analysis. Starting from elementary results about random walks, we will explore the fundamental mathematical ideas underlying measure theoretic probability, martingales, the Weiner process, and the Itô stochastic calculus. Working independently and in small groups, students will gain experience reading advanced sources and communicating their insights in expository writing and oral presentations. This course fulfills the capstone senior work requirement for the mathematics major. (MATH 0310, MATH 0323, and by approval). 3 hrs. sem.
Subject:
Mathematics
Department:
Mathematics
Division:
Natural Sciences
Requirements Fulfilled:

Sections

Spring 2020

MATH0710A-S20 Seminar (Peterson)

Spring 2019

MATH0710A-S19 Seminar (Peterson)

Spring 2016

MATH0710A-S16 Seminar (Peterson)

Fall 2014

MATH0710A-F14 Seminar (Peterson)