Unit aims To lay foundations for further studies in probability theory. To stimulate through theory and examples, an interest and appreciation of the power of the elegant method of martingales in ...

To stimulate through theory and examples, an interest and appreciation of the power of this elegant method in probability theory. And to lay foundations for further studies in probability theory.

It is shown that a method recently developed by Bolthausen permits an extension (up to a logarithmic factor) of an estimate of the rate of convergence in the martingale central limit theorem due to ...

This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, martingales, concentration inequalities, branching ...

A direct proof is given for an inequality relating the expected absolute value of stopped Brownian motion to the expected time to stopping. This inequality was originally proved by means of the ...

This course is available on the MPhil/PhD in Statistics. This course is available with permission as an outside option to students on other programmes where regulations permit. This course provides ...