# Stat 205a: Probability Theory

UC Berkeley

## Offerings

## Overview

The course is designed as a sequence with Statistics C205B/Mathematics C218B with the following combined syllabus. Measure theory concepts needed for probability. Expection, distributions. Laws of large numbers and central limit theorems for independent random variables. Characteristic function methods. Conditional expectations, martingales and martingale convergence theorems. Markov chains. Stationary processes. Brownian motion.

## Logistics

Three hours of Lecture per week for 15 weeks.