Semester:
Fall of every year
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Restrictions:
Open to doctoral students in the College of Natural Science or approval of department.
Description:
Introduction to measure-theoretic probability theory. Topics include infinite product spaces, Kolomogorov extension theorem, Borel Cantelli Lemma, law of large numbers, central limit theorem, conditioning, filtrations, martingales, Markov chains, Wiener process.
Semester:
Fall of every year
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Restrictions:
Open to graduate students in the Applied Mathematics Major or in the Industrial Mathematics Major or in the Mathematics Major or approval of department.
Description:
Introduction to measure-theoretic probability theory. Topics include infinite product spaces, Kolomogorov extension theorem, Borel Cantelli Lemma, law of large numbers, central limit theorem, conditioning, filtrations, martingales, Markov chains, Wiener process.