Βι¶ΉΤΌΕΔ

MATH 587 Advanced Probability Theory 1 (4 credits)

Note: This is the 2013–2014 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Probability spaces. Random variables and their expectations. Convergence of random variables in Lp. Independence and conditional expectation. Introduction to Martingales. Limit theorems including Kolmogorov's Strong Law of Large Numbers.

Terms: Fall 2013

Instructors: Addario-Berry, Dana Louis (Fall)

  • Fall

  • Prerequisite: MATH 356 or equivalent and approval of instructor

Back to top