Prerequisite: MA 425 and ST 521.
Sets and classes, sigma-fields and related structures, probability measures and extensions, random variables, expectation and integration, uniform integrability, inequalities, L_p-spaces, product spaces, independence, zero-one laws, convergence notions, characteristic functions, simplest limit theorems, absolute continuity, conditional expectation and conditional probabilities, martingales.
| SECTION | INSTRUCTOR | BUILDING | TIME | DAYS | AVAILABILITY | ENROLLMENT |
|---|---|---|---|---|---|---|
| 001 | Lahiri,Soumendr | 01108 SAS Hall | 01:30PM-02:45PM | TTh | AVAILABLE | 26/40 - Open |
