徐佩教授短期课程

课程题目：Topics in Probability Theory

主讲人：徐佩教授 （Prof. Elton P. Hsu）
        Northwestern University (USA) and USTC

时间: October 29, 31; November 2, 12, 14, 16  上午9:30-11:30

教室：管理科研楼1308

课程简介：
This short course in advanced probability theory will cover the following four topics:

(1)Normal distributions;
(2)Central limit theorem;
(3)Large deviations;
(4)Random matrices and the semicircle law.

It is designed for advanced undergraduates and first year graduate students who have studied measure theory based probability theory. 

References:

(1)Gaussian Measures by Vladimir Bogachev, AMS.
(2)Introduction to Stein’s Method by Louis Chen
and Qi Man Shao, World Scientific.
(3)Large Deviations by Amir Dembo and Ofer Zeitouni, 
    Springer.
(4)Introduction to Random Matrices by Greg Anderson,
Alice Guionnet and Ofer Zeitouni, Cambridge.

For each topic, we will discuss only the most elementary portion of the theory. The lectures can regarded as introductions to the reference books listed above.

个人简介：徐佩教授系我校77级校友。现任美国西北大学数学系教授。他从事概率论与随机分析领域研究多年，尤其擅长随机分析在数学分析，偏微分方程，微分几何与无穷维空间分析中的应用。

欢迎感兴趣的师生参加！