MATH 587. Advanced Probability Theory 1.
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MATH 587
Advanced Probability Theory 1.
Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
This course is not offered this catalogue year.
Description
Probability spaces. Random variables and their expectations. Convergence of random variables in Lp. Independence and conditional expectation. Introduction to Martingales. Limit theorems including Kolmogorov's Strong Law of Large Numbers.
- Fall
- Prerequisite(s): MATH 356 and MATH 255 or MATH 243 or equivalent.
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