MATH 587. Advanced Probability Theory 1.
Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
Terms offered: Fall 2025
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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.