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MATH 589 Advanced Probability Theory 2 (4 unités)

Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Mathématiques et Statistiques (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: Hiver 2023

Instructors: Chen, Linan (Winter)

  • Winter

  • Prerequisites: MATH 587 or equivalent

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