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Class Schedule Listing

 

Winter 2022
Jul 02, 2022
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Sections Found
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
Registration Dates: Jun 01, 2021 to Jan 18, 2022

Lecture Schedule Type
4.000 Credits
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Scheduled Meeting Times
Time Days Where Date Range Schedule Type Instructors
1:05 pm - 2:25 pm TR Burnside Hall 1205 Jan 05, 2022 - Apr 12, 2022 Lecture Linan Chen



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