MATH8651
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MATH 8651 - Theory of Probability Including Measure Theory (3 Cr.)
School of Mathematics (11133)
TIOT - College of Science and Engineering
Course description
Probability spaces. Distributions/expectations of random variables. Basic theorems of Lebesque theory. Stochastic independence, sums of independent random variables, random walks, filtrations. Probability, moment generating functions, characteristic functions. Laws of large numbers.
Minimum credits
3
Maximum credits
3
Is this course repeatable?
Yes
What is the maximum number of completions allowed?
1
What is the maximum number of credits that can be earned from this course?
3
Grading basis
OPT - Student Option
Lecture
Fulfills the writing intensive requirement?
No
Typically offered term(s)
Every Fall