Fall 2012 – Summer 2013
Mathematics & Statistics (Sci) : Characteristic functions: elementary properties, inversion formula, uniqueness, convolution and continuity theorems. Weak convergence. Central limit theorem. Additional topic(s) chosen (at discretion of instructor) from: Martingale Theory; Brownian motion, stochastic calculus.
Terms: Winter 2013
Instructors: There are no professors associated with this course for the 2012-2013 academic year.