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