type: Graduate course
where: Caltech, CMS
date: 2023 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 4.8/5
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* Great.
* Doh Yeon was amazing and helpful, and clearly knew the material and how to explain it to students.
* Thanks!
* Extremely responsible, clear and effective.