# MATH8651

## MATH 8651 - Theory of Probability Including Measure Theory (3 Cr.)

School of Mathematics (11133)
TIOT - College of Science and Engineering

MATH 8651 - Theory of Probability Including Measure Theory (3 Cr.)

### 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