Advanced Probability

Measure theory and integration, independence, laws of large numbers. Fourier analysis of distributions, central limit problem and infinitely divisible laws, conditional expectations, martingales.

Prefix
STAT
Number
522
Credits
3
Variable Credit?
No
Credit/no-credit only?
No
Prereq
either MATH 426 or MATH 576
Joint Class?
Yes
With
MATH 522
Offered
Winter