Advanced Probability Theory 1. - 4213 - MATH 587 - 001 | ||||||||||||||||||
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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.
Fall Prerequisite(s): MATH 356 and MATH 255 or MATH 243 or equivalent. Associated Term: Fall 2021 Registration Dates: Jun 01, 2021 to Sep 14, 2021 Lecture Schedule Type Lecture Instructional Method 4.000 Credits View Catalog Entry
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