Prerequisite: MA 426; ST 521 or MA(ST) 546
Modern measure and integration theory in abstract spaces. Probability measures, random variables, expectations. Distributions and characteristic functions. Modes of convergence. Independence, zero-one laws, laws of large numbers, three-series theorem. Central limit problem. Conditional expectations, martingales and martingale convergence theorems.
| SECTION | INSTRUCTOR | BUILDING | TIME | DAYS | AVAILABILITY | ENROLLMENT |
|---|---|---|---|---|---|---|
| 001 | TBA | - | TBA | CANCELLED | 0/30 - Open |
