MATH 7410 - Advanced Probability Theory I

Credits: 3

Measure-theoretic probability, random variables and random vectors, independence, Borel-Cantelli Lemma, convergence theorems including Strong Law of Large Numbers and Central Limit Theorem, Helly’s selection theorem, characteristic functions, conditional expectation given a sigma-algebra. Prerequisite: Math 6650 or consent of instructor.

Repeatable:
No