MBI Winter Quarter Course: An Invitation to Probability
Divisional Dean, Natural & Mathematical Sciences, The Ohio State University
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.