Vue d'ensemble
Mathématiques et Statistiques (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: Hiver 2025
Instructors: Paquette, Elliot (Winter)
Winter
Prerequisites: MATH 587 or equivalent
