MATH 589 - Advanced Probability Theory 2. |

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.
Winter Prerequisites: MATH 587 or equivalent 4.000 Credit hours Schedule Types: Lecture, Final Exam Faculty of Science Mathematics and Statistics Department Restrictions: May not be enrolled in one of the following Faculties: Faculty of Dentistry Faculty of Medicine School of Continuing Studies |

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