MATH 833: MATH 833 - Topics in Probability

There will be an in-person lecture today in 833. 

(I will be coming over from a defense on the other side of campus, so I may be a little late.)

Background on coupling (slides are here)

There is no in-person lecture today. Instead, see @23.

Here is a tentative schedule. It refers to sections from the notes on the course website.

Dec 13: 4.3 continued

Dec 11: 4.3 continued

Dec 8: 4.2.4 continued, 4.3

Dec 6: 4.2.3 continued, 4.2.4

Dec 4: 4.2.2 continued, 4.2.3

Dec 1: 4.2.1 continued, 4.2.2

Nov 29: 4.2.1

Nov 27: 4.1 continued

Nov 22: 5.3.4 continued, 5.1.4

Nov 20: 4.1

Nov 17: 5.3.4

Nov 15: 5.3.1

Nov 13: 5.2.3 continued, beginning of 5.3

Nov 10: 5.2.3

Nov 8: parts of 4.1.3., 5.2.2 continued

Nov 6: 5.2.1 continued, 5.2.2

Nov 3: 5.2.1

Nov 1: parts of 3.3.3 , beginning of 5.2

Oct 30: parts of 3.3.3 

Oct 27: parts of 3.3.3

Oct 25: parts of 3.3.2

Oct 23: parts of 3.3.2

Oct 20: 5.1

Oct 18: 3.3.1

Oct 16: 3.3.1

Oct 13: 3.1.2, 3.1.3

Oct 11: 1.1.2, 3.1.1, 3.1.2

Oct 9: 3.2.4

Oct 6: 3.2.1 and 3.2.2

Oct 4: 3.2.1 and 3.2.2

Oct 2: finish 2.4.4, parts of 3.1

Sep 29: continue 2.4.4

Sep 27: parts of 2.4.5, start 2.4.4

Sep 25: finish 2.4.2

Sep 22: 2.4.2

Sep 20: 2.4.2

Sep 18: 2.4.1, 2.4.2

Sep 15: finish 2.3.2

Sep 13: 2.3.1, 2.3.2

Sep 11: 2.2.1, 2.2.2

Instead of lectures on Sep 6 and 8, please watch the following 4 videos:

1) Welcome + Syllabus 

2) Overview (slides here)

3) Review of Markov Chains (slides here)

4) Review of Martingales (slides here)

You need to be logged in with a UW NetID.

I will assume that you are generally familiar with basic stochastic processes, primarily Markov chains and martingales, and that you have been exposed to rigorous, measure-theoretic probability. E.g., the courses MATH/STAT 632 and MATH/STAT 733 or 709 will suffice. If you need a refresher, check out Chapter 1 and Appendix B in the lecture notes.

The notes for the course are available on the following website:

https://people.math.wisc.edu/~roch/mdp/index.html