Seminar Probability and Stochastic Processes (a rigorous introduction)
HMMY389 - ΑΘΑΝΑΣΙΟΣ ΛΙΑΒΑΣ
Our main topics will be:
- Chapter 2 of Shiryaev, Probability 1.
- Chapters 1-3 of Wong and Hajek.
The other material is supplementary and ranges from
- under-graduate in Real Analysis (Abbot, Tao)
to
- post-graduate in Probability and/or Stochastic Processes (Doob, Billingsley), Real Analysis (Royden, Folland).
I also include two books on High Dimensional Probability.
Siegrist' s book is a very good introduction to serious Probability.
The seminar will be, mostly, a reading short course. I will "read" extensive parts of the books and try to explain the material and motivate the audience towards deeper study.
It will take place at 145Π58, daily, from next Monday (10:00-13:00) until ...