Probability Theory I

GRS MA 779

Introduction to probability with measure theoretic foundations. Fundamentals of measure theory. Probability space. Measurable functions and random variables. Expectation and conditional expectation. Zero-one laws and Borel-Cantelli lemmas. Chracteristic functions. Modes of convergence. Uniform integrability. Skorokhod representation theorem. Basic limit theorems.

FALL 2017 Schedule

Section Instructor Location Schedule Notes
A1 Taqqu MCS 148 MW 2:30 pm-3:45 pm Class Full

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