ÃÛÌÒ´«Ã½app

MATH 587 Advanced Probability Theory 1 (4 credits)

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Probability spaces. Random variables and their expectations. Convergence of random variables in Lp. Independence and conditional expectation. Introduction to Martingales. Limit theorems including Kolmogorov's Strong Law of Large Numbers.

Terms: Fall 2024

Instructors: Addario-Berry, Louigi (Fall)

Back to top