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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 2021

Instructors: Chen, Linan (Fall)

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