Math 230B / Stat 310B – Theory of Probability

Andrea Montanari, Stanford University, Winter 2014
Martingale according to a betting website 

Fundamentals of discrete-time stochastic processes. Topics include:

  • Conditional expectation and conditional probabilities;

  • Discrete time martingales and stopping times :maximal inequalites, martingale convergence, reverse martingales, applications;

  • Markov Chains: general construction, strong Markov property, countable state spaces (classification of states, recurrence, invariant measures, reversibility).

(On the left: representation of a martingale according to a betting website. Not quite accurate!)

Class Times and Locations

  • Monday and Wednesday, 9:30PM-10:45PM in Hewlett 103

  • There will be occasional sessions on Friday afternoon (TBD)


There will be two extra sessions (taught by Nike and Ruojun) on February 14 and February 21, in Sequoia 200 from 9:30-10:45am. (The lectures will be about branching processes and exchangeability.)

The final is scheduled for Thursday, March 20, 8:30am-12:30pm, 200-305.