Fall 2014 – Summer 2015
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: This course is not scheduled for the 2014-2015 academic year.
Instructors: There are no professors associated with this course for the 2014-2015 academic year.