MATH 589. Advanced Probability Theory 2.
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MATH 589
Advanced Probability Theory 2.
Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
This course is not offered this catalogue year.
Description
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
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