|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.
Prerequisites: MATH 587 or equivalent
Associated Term: Winter 2022
Registration Dates: Jun 01, 2021 to Jan 18, 2022
Lecture Schedule Type
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