Advanced Probability

MATH 541 (3)

(Also offered as STAT 567)

A measure theoretic introduction to probability theory. Construction of probability measures. Distribution and characteristic functions, independence and zero-one laws. Sequences of independent random variables, strong law of large numbers and central limit theorem. Conditional expectation. Martingales.

Prerequisite: 563.

{Alternate Springs}



Prerequisites / Corequisites

Measure Theory - MATH 563



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