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MATH 587 Advanced Probability Theory 1 (4 credits)

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 2014

Instructors: Linan Chen (Fall)

  • Fall
  • Prerequisite(s): MATH 356 and MATH 255 or MATH 243 or equivalent.