# MATH 589 Advanced Probability Theory 2 (4 credits)

Offered by: Mathematics and Statistics (Faculty of Science)

### Overview

Mathematics & Statistics (Sci) : Characteristic functions: elementary properties, inversion formula, uniqueness, convolution and continuity theorems. Weak convergence. Central limit theorem. Additional topic(s) chosen (at discretion of instructor) from: Martingale Theory; Brownian motion, stochastic calculus.

Terms: This course is not scheduled for the 2017-2018 academic year.

Instructors: There are no professors associated with this course for the 2017-2018 academic year.

• Winter

• Prerequisites: MATH 587 or equivalent