Probability Theory I

CAS MA 779

Graduate Prerequisites: (CASMA511) or consent of instructor. - 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 2024 Schedule

Section Instructor Location Schedule Notes
A1 Spiliopoulos CAS 116 TR 9:30 am-10:45 am

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