MATH 589 Advanced Probability Theory 2 (4 credits)

Offered by: Mathematics and Statistics (Faculty of Science)


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: Winter 2020

Instructors: Dana Louis Addario-Berry (Winter)

  • Winter

  • Prerequisites: MATH 587 or equivalent