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
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.
Homework #1 due March 6th: 1.1, 1.2, 1.3, 1.4
Homework #2, due March 20th: 2.1, 2.2, 2.4, 2.5
Homework #3, due April 3rd: 3.2, 3.3, 3.4, 3.5,
3.6 (These numbers refer to the most recent version)
Homework #4, due April 19th: 4.1, 4.2, 4.3, 4.4