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MBI Winter Quarter Course: An Invitation to Probability

Instructors:

Course Time: 9:30am-10:20am
Location: Jennings Hall Room 355
Dates: January (23, 25, 30), February (1, 13, 15, 27, 29), March (5, 7)

The goal of this short course is to develop a feel for probability theory through worked examples and classic calculations. We'll begin by reviewing basic examples of random walks, branching processes, Gibbs measures, and Markov chains. Next we'll discuss the ergodic theory of Markov chains and the Monte Carlo method. Finally we'll discuss the convergence of random walk to Brownian motion and sketch the basics of stochastic calculus.

These lectures will be available by live streaming video. If you would like to view MBI talks live, please email us at streaming@mbi.osu.edu and ask for a link.