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 2014 Schedule
|A1||Taqqu||PSY B40||MW 2:00 pm-3:30 pm|