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Nov 23, 2024
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2024-2025 Graduate Catalog
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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
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