Probability spaces, integration, expected value, laws of large numbers, weak convergence, characteristic functions, central limit theorems, limit theorems in Rd, conditional expectation, introduction to martingales.
This course may not be repeated for credit.
Prerequisite(s)
- Statistics 321 or Mathematics 321; and Mathematics 353 or 367 or 381.
SyllabusSections
This course will be offered next in
Winter 2019.