(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}
Measure Theory - MATH 563
MSC11 6325
1 University of New Mexico
Albuquerque, NM 87131
(505) 277-8900
Phone: (505) 277-6809
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