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.
- Prerequisite: MATH 507A
Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
---|---|---|---|---|---|---|---|---|---|
39716R | 060 | Lecture | 1:00-1:50pm | MWF | 5 of 20 | Sergey Lototsky | ONLINE |