MATH 587 Advanced Probability Theory 1

4 credits · Mathematics and Statistics · Faculty of Science · Offered: Fall

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.

Prerequisites

MATH 356 and MATH 255 or MATH 243 or equivalent.

Prerequisite courses: MATH 243, MATH 255, MATH 356

Courses that need MATH 587

MATH 589

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