Ma/ACM 144b Probability

• General Information
  • Instructor: Nam-Gyu Kang.
  • Lecture: 13:00 TR // 257 Sloan
  • Office: 282 Sloan
  • Course Web Page: http://www.its.caltech.edu/~nkang/Ma144b/
  • E-mail: nkang(at)caltech(dot)edu.
  • Office Hours: M 5-6, W 10-11, and by appointment.
  • Phone: (626) 395-4350.

• Homework Assignments
  • Homework 1 Target Date: April 24 @ 1 pm.
  • Homework 2 Due Date : May 08 @ 1 pm.
  • Homework 3 Target Date: May 22 @ 1 pm.
  • Homework 4 Due Date : June 05 @ 1 pm.

• Description: Ma144 is the introductory course in probability theory. Topics to be covered second term will include: Brownian motion and its path properties, the theory of continuous martingales, stochastic calculus, and Markov chains. If time permits, we will discuss some applications to various mathematical fields including the potential theory.
• Policy: The grade for this course will be based on homework assignments and class participation. There will be no exams.
• Homework Rules: Collaboration on problem sets is encouraged, but
  • Write up each problem independently.
  • Write on each problem with whom you consulted and the sources you used.

• Recommended Textbook: R. Durrett. Probability: Theory and Examples, 3rd Edition, Duxbury Press.
• References will be given in class.