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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MSC 11 6325
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