The central theme of this course shall be concentration inequalities, for product measures, martingales, Markov chains, Gaussian and empirical processes.
For the central theme we shall follow the text
Prerequisites: Some familiarity with probability theory and stochastic processes at the level of Math230/Stat310.
Requrements: Registered students give 25 minute presentations on selected material from the text not covered in lectures, and attend all other student presentations. There will be 7 teams, 5 having 3 students each and 2 pairs, with each team focusing on a single coherent topic.
Meeting: Sequoia 200, TTh 3:00-4:20 p.m. Nov 28: 3:00-4:50 p.m.
Instructor: Amir Dembo, Th 4:30-5:30, Stat. 129 Oct 2 - Dec 6 , or e-mail
See also seminar for current activity in related areas.
Schedule (per text book):
9/25 Tu(2.1-2.7) Th(2.8,3.1-3.3,3.5,3.7) 10/2 Tu(2.9,3.6,4.1-4.2) Th(4.3,4.6-4.9) 10/9 Tu(4.10-4.11,5.1-5.3) Th(5.4-5.5,5.8) 10/16 Tu(5.9,6.1-6.6) Th(6.7-6.9) 10/23 Tu(9.1,9.2) Th(9.5,9.6) 10/30 Tu(7.1-7.3) Th(7/4-7.6;DZ-2.4.2) 11/6 Tu(8.5-8.6) Th(DZ-2.4.2) 11/13 Tu(5.10,Random Matrices) Th(11.1-11.5) 11/20 Tu(---) Th(---) 11/27 Tu(Chatterjee;14.1-14.2) Th(Majoring Measures) 12/4 Tu(12.2,12.4,12.6) Th(2.10,2.11 and Appl)