Mathematics 507b:

Theory of Probability (3.0 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.
39716R001Lecture1:00-1:50pmMWF11 of 20Peter BaxendaleKAP138PDF (19506 KB)session datesbook list
Information accurate as of 3/11/2015 11:58 AM.