Mathematics 507b:

Theory of Probability (3.0 units)

a: Probability spaces; distributions and characteristic functions; laws of large numbers, central limit problems; stable and infinitely divisible laws; conditional distributions. Prerequisite: 525a or 570. b: Dependence, martingales, ergodic theorems, second-order random functions, harmonic analysis, Markov processes.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
39716R001Lecture1:00-1:50pmMWF9 of 20Nicolai HaydnKAP113session dates
Information accurate as of August 9, 2020 4:49 pm.
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