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
|A1||Taqqu||MCS 148||MW 2:30 pm-3:45 pm||Class Full|