Advanced Probability

STAT 567 (3)

(Also offered as MATH 541)

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: MATH 563.

{Alternate Springs}

Prerequisites / Corequisites

Measure Theory - MATH 563

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MSC 11 6325
1 University of New Mexico
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