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 2016 Schedule

Section Instructor Location Schedule Notes
A1 Taqqu SOC B67 W 2:00 pm-3:30 pm Class Full
A1 Taqqu SOC B63 F 2:00 pm-3:30 pm Class Full

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.