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 2014
Instructors: Armen Shirikyan, Vojkan Jaksic (Winter)
Prerequisites: MATH 587 or equivalent