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 2017 Schedule

Section Instructor Location Schedule Notes
A1 Taqqu CAS B20 MF 2:30 pm-3:45 pm

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