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MATH 587 Advanced Probability Theory 1 (4 credits)

Minerva Class Scheduling Visit Minerva > Student > Registration > Class Schedule for course dates & times.

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 2023

Instructors: Addario-Berry, Louigi Dana (Fall)

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