MATH 587 Advanced Probability Theory 1 (4 credits)

Overview

Mathematics & Statistics (Sci) : Probability spaces. Random variables and their expectations. Convergence of random variables in Lp. Independence and conditional expectation. Introduction to Martingales. Limit theorems including Kolmogorov's Strong Law of Large Numbers.

Terms: Fall 2024

Instructors: Addario-Berry, Louigi Dana (Fall)

• Fall

• Prerequisite(s): MATH 356 and MATH 255 or MATH 243 or equivalent.