MATH 589 Advanced Probability Theory 2

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

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.

Prerequisite courses: MATH 587

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