|Advanced Probability Theory 1. - 471 - MATH 587 - 001|
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.
Prerequisite(s): MATH 356 and MATH 255 or MATH 243 or equivalent.
Associated Term: Fall 2017
Registration Dates: Apr 04, 2017 to Sep 19, 2017
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