91ÉçÇø

MATH 587 Advanced Probability Theory 1 (4 credits)

important

Note: This is the 2017–2018 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

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 2017

Instructors: Chen, Linan (Fall)

Back to top