Mathematics 507b:

Theory of Probability (3 units)

a: Probability spaces; distributions and characteristic functions; laws of large numbers, central limit problems; stable and infinitely divisible laws; conditional distributions. Prerequisite: 525a or 570. b: Dependence, martingales, ergodic theorems, second-order random functions, harmonic analysis, Markov processes.
SectionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
39716RLecture1:00-1:50pmMWF6 of 20Larry GoldsteinKAP141
Information accurate as of 8/7/2009 4:48 PM.