Class Schedule Listing |
Winter 2022
Jul 13, 2025 |
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| Advanced Probability Theory 2. - 3434 - MATH 589 - 001 | ||||||||||||
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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 Registration Dates: Jun 01, 2021 to Jan 18, 2022 Lecture Schedule Type 4.000 Credits View Catalog Entry
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