MATH8652

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MATH 8652 - Theory of Probability Including Measure Theory (3 Cr.)

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

Course description

Conditional distributions and expectations, convergence of sequences of distributions on real line and on Polish spaces, central limit theorem and related limit theorems, Brownian motion, martingales and introduction to other stochastic sequences.

prereq: 8651 or instr consent

Minimum credits

3

Maximum credits

3

Is this course repeatable?

No

Grading basis

OPT - Student Option

Lecture

Fulfills the writing intensive requirement?

No

Typically offered term(s)

Every Spring