18.176 Spring 2017

This course will be based on the material in the manuscript stochanal. 
There will be no exams.  Grades will be based on the homework assignments.

In preparation for the first topic, you might want to review the use of the Fourier transform
in probability theory.  In particular, you should know Levy's Continuity Theorem and related
material.  You can find this material in sec. 3.1 of the second edition of my Cambridge Press book
Probability Theory, an Analytic View.
  



Assignments

Homework #1
due March 6th:  1.1, 1.2, 1.3, 1.4
solutions

Homework #2, due March 20th
:  2.1, 2.2, 2.4, 2.5
solutions

Homework #3, due April 3rd:  3.2, 3.3, 3.4, 3.5, 3.6  (These numbers refer to the most recent version)
solutions

Homework #4, due April 19th:  4.1, 4.2, 4.3, 4.4