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3 units

Letter or Credit/No Credit

Introduction to measure theory, Lp spaces and Hilbert spaces. Random variables, expectation, conditional expectation, conditional distribution. Uniform integrability, almost sure and Lp convergence. Stochastic processes: definition, stationarity, sample path continuity. Examples: random walk, Markov chains, Gaussian processes, Poisson processes, Martingales. Construction and basic properties of Brownian motion. Prerequisite: STATS 116 or MATH 151 or equivalent. Recommended: MATH 115 or equivalent. http://statweb.stanford.edu/~adembo/math-136/

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**Pranav Rajpurkar** is a PhD student in Computer Science at Stanford, working on Artificial Intelligence for Healthcare. He was previously a Stanford undergrad ('16).

**Brad Girardeau** got his B.S, M.S. degrees in computer science at Stanford ('16, '17). When not thinking about computer security, he can be found playing violin or running across the Golden Gate Bridge.

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