Detailed Class Information |
Winter 2022
Jul 13, 2025 |
|
 |
||
| Advanced Probability Theory 2. - 3434 - MATH 589 - 001 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
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 Associated Term: Winter 2022 Lecture Schedule Type 4.000 Credits View Catalog Entry
Restrictions: May not be enrolled in one of the following Colleges: School of Continuing Studies Fac Dental Medicine & Oral HS Faculty of Medicine & Hlth Sci |
| Return to Previous |
|