GEN 15355

Theory of Probability II

Stanford University · UGRD · Fall 2026

1 section

Catalog description

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.

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Class #stanford-15355Fall 2026UGRD3 credits

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