ACM 217

Advanced Topics in Probability

9 units (3-0-6)    |  second term
Prerequisites: CMS 107 and CMS/ACM 117 or equivalent.

The topic of this course changes from year to year and is expected to cover areas such as stochastic differential equations, stochastic control, high-dimensional probability, concentration inequalities, empirical process theory, and random matrix theory.

Instructor: Tropp

Please Note

The online version of the Caltech Catalog is provided as a convenience; however, the printed version is the only authoritative source of information about course offerings, option requirements, graduation requirements, and other important topics.