MATH 589 Advanced Probability Theory 2 (4 credits)

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Offered by: Mathematics and Statistics (Faculty of Science)

Overview

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: Linan Chen (Winter)

  • Winter

  • Prerequisites: MATH 587 or equivalent