Probability Theory II
GRS MA 780
Probability topics important in applications and research. Laws of large numbers. Three series theorem. Central limit theorems for independent and non-identically distributed random variables. Speed of convergence. Large deviations. Laws of the iterated logarithm. Stable and infinitely divisible distributions. Discrete time martingales and applications.
SPRG 2015 Schedule
|A1||Taqqu||MCS B31||MF 2:00 pm-3:30 pm|