type: Graduate course
where: Caltech, CMS department
date: 2022 Fall

Instructor
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Joel A. Tropp

Course Description
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This course offers a rigorous introduction to probability and stochastic processes. Emphasis is placed on the interaction between inequalities and limit theorems, as well as contemporary applications in computing and mathematical sciences. Topics include probability measures, random variables and expectation, independence, concentration inequalities, distances between probability measures, modes of convergence, laws of large numbers and the central limit theorem, Gaussian and Poisson approximation, conditional expectation and conditional distributions, filtrations, and discrete-time martingales.

Reviews from Students - Review 5/5
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* Thanks for being so available and helpful throughout the course!
* Thank you so much! I learned a lot
* Doh Yeon was amazing. She was so well-prepared for each of her office hours, and went above and beyond what was required, offering 1.5 hours rather than 1 hour, for each. Being the later-in-the-week of the two TAs, I imagine Doh Yeon got a more pushy/worried set of students; from what I saw, she handled her students well. She gave me sufficient hints over piazza and in office hours, and was always encouraging and sympathetic when we got stuck.
I'll also say, I liked how both of the TAs attended the lectures. It made them more approachable to see them regularly, rather than just at office hours or just on piazza. It also made short/quick questions easy to address i.e. right after class.
* Great TA! She is always available to help. Her office hours are so helpful.